Article ID: | iaor19972010 |
Country: | United States |
Volume: | 8 |
Issue: | 1 |
Start Page Number: | 45 |
End Page Number: | 54 |
Publication Date: | Jan 1996 |
Journal: | INFORMS Journal On Computing |
Authors: | Blanc J.P.C., Van der Mei R.D. |
The power-series algorithm (PSA) is a flexible tool for computing performance measures for moderately-sized queueing systems for which the underlying process has a multidimensional quasi birth-and-death structure. In the present paper the PSA is extended to the computation of derivatives of system performance measures with respect to a general class of system parameters. This extension is useful for analyzing the sensitivity of the system performance with respect to the system parameters and for solving a wide variety of optimization problems in queueing systems.