Mathematical programming-based perturbation analysis for GI/G/1 queues

Authors:
He Zhang;Wai Kin (Victor) Chan
Affiliations:
Rensselaer Polytechnic Institute, Troy, NY;Rensselaer Polytechnic Institute, Troy, NY
Venue:
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Year:
2007

Citing 7
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Abstract

This paper addresses several issues of using the mathematical programming representations of discrete-event dynamic systems in perturbation analysis. In particular, linear programming techniques are used to perform Infinitesimal Perturbation Analysis (IPA) on GI/G/1 queues. A condition for unbiasedness is derived. For finite perturbation analysis (FPA), an upper bound is given for the error term of FPA.