Smoothed Perturbation Analysis for Stationary Single-ServerQueues with Multiple Customer Classes

Authors:
Naoto Miyoshi
Affiliations:
Department of Applied Systems Science, Graduate School of Engineering, Kyoto University, Kyoto 606-01, Japan
Venue:
Discrete Event Dynamic Systems
Year:
1997

Citing 5
Cited 1

Infinitesimal perturbation analysis for general discrete event systems

Journal of the ACM (JACM)
Perturbation analysis gives strongly consistent sensitivity estimates for the M/G/1 queue

Management Science
Convergence properties of infinitesimal perturbation analysis

Management Science
Structural conditions for perturbation analysis derivative estimation: finite-time performance indices

Operations Research
Stationary waiting time derivatives

Queueing Systems: Theory and Applications

APPLICATION OF IPA TO THE SENSITIVITY ANALYSIS OF THE LEAKY-BUCKET FILTER WITH STATIONARY GRADUAL INPUT

Probability in the Engineering and Informational Sciences

Quantified Score

Hi-index	0.00

Visualization

Abstract

Recently, Konstantopoulos and Zazanis (1992, 1994)and Brémaud and Lasgouttes (1993) derive the infinitesimalperturbation analysis (IPA) estimators for the stationary andergodic G/G/1/∞ queue using Palm calculus,where neither regenerative structure nor convex property arerequired and the strong consistency is ensured by ergodic theorem.This work has been motivated by them and derives the smoothedperturbation analysis (SPA) estimator on the stationary and ergodicframework. The problem here is how to treat the ’catastrophicjumps‘ on the sample path of the steady state and this is solvedcleverly by using the Palm calculus. We deal with multi-classqueues in this paper but our key formula is expected to be usefulto any systems to which the SPA is applicable.