Analysis of the sensitivity of the GI/GI/m/B queue to buffer size: The score function method

Analysis of the sensitivity of the GI/GI/m/B queue to buffer size: The score function method

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Article ID: iaor19952325
Country: United States
Volume: 11
Issue: 1
Start Page Number: 171
End Page Number: 194
Publication Date: Feb 1995
Journal: Stochastic Models
Authors:
Keywords: queues: theory
Abstract:

The paper develops a procedure for sensitivity analysis of the GI/G/m/B queue. m is the number of servers, B is the number of additional waiting places. It calls B the buffer size or capacity. This queue has a renewal arrival process and independent service times. The paper assumes that the service times are identically distributed and their density function f(x) is positive for all x>0. It shows how to estimate the steady-state distribution of the waiting time in the queue for different buffer sizes B by using a single simulation run. The present method is based on the score function (likelihood ratio) methodology. The paper also presents numerical results of simulation experiments.

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