Sensitivity estimates and simulations of performance in M/PH/1 queueing systems

Sensitivity estimates and simulations of performance in M/PH/1 queueing systems

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Article ID: iaor2003806
Country: China
Volume: 31
Issue: 4
Start Page Number: 495
End Page Number: 501
Publication Date: Aug 2001
Journal: Journal of China University of Science and Technology
Authors: , , ,
Keywords: M/Ph/1 queues
Abstract:

In this paper, by using the method of performance potential, the problems of sensitivity estimates and simulation of the steady-state performance of M/PH/1 queueing systems are studied. An algorithm to compute potentials and performance derivatives is proposed. This algorithm can be directly used in control and optimization problems as it is based on analyzing a single sample path of a queueing system. A numerical example is provided to illustrate the application of the algorithm.

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