Sensitivity analysis of regenerative queuing models

DOI10.1007/BF01150412MaRDI QIDQ1896700zbMATH OpenOpenAlexFDO

Authors Vladimir Kalashnikov, V. Sedunov

Publication date 22 April 1996

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01150412

zbMATH Keywords

derivativesdiscrete event dynamical systemsperformance measuresqueueing modelsregenerative processesreliabilitysensitivity evaluationsimulation programs

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov renewal processes, semi-Markov processes (60K15) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Review text

Discrete event dynamical systems may be considered as a different view of using supplemented variables in standard queueing models. For applications these discrete event dynamical systems are models for discrete event simulation programs, e.g., of reliability of queueing systems. Instead of elaborating system properties by focussing on an underlying Markov structure of the processes describing their time evolution the authors evaluate the systems as regenerative processes driven by asynchronous sequences of events. This makes it possible to derive for sensitivity evaluation of performance measures in simulations mathematically rigorous statistical procedures. The aim is to derive sensitivity coefficients defined as (partial) derivatives (of higher order) of desired stationary characteristics of the systems (mean waiting times, loss probabilities, \(\dots\)) with respect to parameters of the distributions of the driving sequences. The approach via regenerative processes allows to weaken assumptions (i.i.d. sequences as driving processes) put on the system before.

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Cited in

(5)

• Obituary: Vladimir Kalashnikov (May 12, 1942--March 20, 2001)
• Modeling and optimization of M/G/1-type queueing networks: an efficient sensitivity analysis approach
• Sensitivity analysis of queueing models based on polynomial chaos approach
• scientific article; zbMATH DE number 4133810 (Why is no real title available?)
• scientific article; zbMATH DE number 3982225 (Why is no real title available?)

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