Sensitivity analysis of regenerative queueing models

Sensitivity analysis of regenerative queueing models

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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: ,
Abstract:

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.

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