Article ID: | iaor19971605 |
Country: | United States |
Volume: | 19 |
Issue: | 3 |
Start Page Number: | 247 |
End Page Number: | 268 |
Publication Date: | Jul 1995 |
Journal: | Queueing Systems |
Authors: | Kalashnikov V., Sedunov V. |
Queueing models described as regenerative processes driven by several sequences are under investigation. Occurrence times in these sequences are supposed to be asynchronous, in general. Sensitivity coefficients that are derivatives of some stationary performance measures with respect to definite parameters as well as derivatives of higher orders are derived for such queueing models. These sensitivity coefficients can be evaluated by simulation.