An infinitesimal perturbation analysis algorithm for a multiclass G/G/1 queue

An infinitesimal perturbation analysis algorithm for a multiclass G/G/1 queue

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Article ID: iaor1990740
Country: Netherlands
Volume: 9
Issue: 1
Start Page Number: 1
End Page Number: 7
Publication Date: Jan 1990
Journal: Operations Research Letters
Authors: ,
Abstract:

It has been shown that infinitesimal perturbation analysis (IPA) provides very efficient algorithms for estimating derivatives in a broad class of discrete event dynamic systems (DEDS). But in its simple form, it fails in most multiclass DEDS. In this paper, a revised IPA is proposed for a multiclass G/G/1 queue.

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