Infinitesimal perturbation analysis estimates for moments of the system time of an M/M/1 queue

Infinitesimal perturbation analysis estimates for moments of the system time of an M/M/1 queue

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Article ID: iaor19911114
Country: United States
Volume: 38
Issue: 2
Start Page Number: 364
End Page Number: 369
Publication Date: Mar 1990
Journal: Operations Research
Authors:
Abstract:

The paper considers infinitesimal perturbation analysis estimates for the derivative of moments of the system time in an M/M/1 queue in steady state. The unbiasedness of these estimates is established for derivatives with respect to the mean service time and the arrival rate. A similar result is obtained for the system time of the ith customer in a GI/G/1 queue with fixed initial conditions.

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