Realization probability in multi-class closed queueing networks

DOI10.1016/0377-2217(88)90132-4MaRDI QIDQ1111919zbMATH OpenOpenAlexFDO

Authors Xi-Ren Cao

Publication date 1988

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(88)90132-4

zbMATH Keywords

mean service timesmulti-class queueing networksperformancePerturbation analysisrealization probabilitysample derivativesimulationsystem throughput

Mathematics Subject Classification ID

Sample path properties (60G17) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Queueing theory (aspects of probability theory) (60K25) Deterministic network models in operations research (90B10) Queues and service in operations research (90B22) Sensitivity (robustness) (93B35)

Review text

Perturbation analysis is a technique for estimating the sample derivatives of the throughput with respect to mean service times based on one sample path of a queueing network. It has been proved that the sample derivative converges with probability one to the derivative of the steady-state throughput in a closed single-class Jackson network. In this paper, perturbation analysis of multi-class queueing networks is considered. The realization probability and its properties are discussed. The limiting value of the sample derivative of the system throughput with respect to mean service time can be calculated by using realization probabilities. An example is given to illustrate the idea. Unlike the single-class case, the sample derivative obtained by perturbation analysis in the multi-class case does not generally converge to the derivative of the steady-state throughput. A necessary condition for the perturbation analysis to be an asymptotically unbiased estimate of the derivative of the steady-state throughput is given.

Recommendations

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Cites work

• First-order perturbation analysis of a simple multi-class finite source queue
• scientific article; zbMATH DE number 3876897 (Why is no real title available?)
• Perturbation analysis and optimization of queueing networks
• Realization probability in closed Jackson queueing networks and its application

Cited in

(8)

• The convergence property of sample derivatives in closed Jackson queueing networks
• Sensitivity calculation of the throughput of an FMS with rspect to the routing mix using perturbation analysis
• Realization probability in closed Jackson queueing networks and its application
• scientific article; zbMATH DE number 3876897 (Why is no real title available?)
• Realization probability and throughput sensitivity in a closed jackson network
• A Sample Performance Function of Closed Jackson Queueing Networks
• Perturbation analysis of a multiclass queueing system with admission control
• First and second derivative estimators for closed Jackson-like queueing networks using perturbation analysis techniques

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