Title :
Mathematical programming-based perturbation analysis for GI/G/1 queues
Author :
He Zhang ; Chan, W.K.V.
Author_Institution :
Rensselaer Polytech. Inst., Troy
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.
Keywords :
discrete event systems; linear programming; perturbation techniques; queueing theory; GI/G/l queue; discrete-event dynamic system; finite perturbation analysis; infinitesimal perturbation analysis; linear programming technique; mathematical programming; Convergence; Dynamic programming; Helium; Linear programming; Mathematical model; Mathematical programming; Queueing analysis; Sensitivity analysis; Systems engineering and theory; Upper bound;
Conference_Titel :
Simulation Conference, 2007 Winter
Conference_Location :
Washington, DC
Print_ISBN :
978-1-4244-1305-8
DOI :
10.1109/WSC.2007.4419647
