Brief paper: Infinitesimal and finite perturbation analysis for queueing networks

Authors:
Y. C. Ho;Xiren Cao;Christos Cassandras
Affiliations:
Division of Applied Sciences, Harvard University, Cambridge, MA 02138, U.S.A.;Division of Applied Sciences, Harvard University, Cambridge, MA 02138, U.S.A.;Division of Applied Sciences, Harvard University, Cambridge, MA 02138, U.S.A.
Venue:
Automatica (Journal of IFAC)
Year:
1983

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Abstract

The sample-path perturbation analysis technique is extended to include finite (and possibly large) perturbations typically introduced by changes in queue sizes or other parameters. It is shown that there is a natural hierarchy of perturbation analysis which takes care of increasingly large perturbations. Experiments with zero (infinitesimal) and first order (finite) perturbation analysis show that significant accuracy improvement can be obtained with small increase in computational effort.