Computation of derivatives by means of the power-series algorithm

Computation of derivatives by means of the power-series algorithm

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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: ,
Abstract:

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.

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