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

Authors:
Yu-Chi Ho;Jian-Qiang Hu
Affiliations:
Division of Applied Science, Harvard University, Cambridge, MA 02138, USA;Division of Applied Science, Harvard University, Cambridge, MA 02138, USA
Venue:
Operations Research Letters
Year:
1990

Citing 5
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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.