Article ID: | iaor1998967 |
Country: | United Kingdom |
Volume: | 29 |
Issue: | 2 |
Start Page Number: | 545 |
End Page Number: | 566 |
Publication Date: | Jun 1997 |
Journal: | Advances in Applied Probability |
Authors: | Hasegawa Toshiharu, Miyoshi Naoto |
We consider some single-server queues with general service disciplines, where the family of the queueing processes is parameterized by the service time distributions. Through the smoothed perturbation analysis (SPA) technique, we present under some mild conditions a unified approach to give the strongly consistent estimator for the gradient of the steady-state mean sojourn time with respect to the parameter of service time distributions, provided that it exists. Although the implementation of the SPA requires the additional sub-paths in general, the derived estimator is given as suitable for single-run computation. Simulation results are presented for queues with non-preemptive and preemptive-resume priority disciplines which demonstrate the performance of our estimators.