Title :
Perturbation analysis of queueing systems with a time-varying arrival rate
Author :
Cassandras, Christos G. ; Pan, Jie
Author_Institution :
Dept. of Electr. & Comput. Eng., Massachusetts Univ., Amherst, MA, USA
Abstract :
The authors consider an M/G/1 queue with a time-varying arrival rate. The objective is to obtain infinitesimal perturbation analysis (IPA) gradient estimates for various performance measures of interest with respect to certain system parameters. In particular, the authors consider the mean system time over n arrivals and an arrival rate alternating between two values. By choosing a convenient sample path representation of this system, they derive an unbiased IPA gradient estimator which, however, is not consistent, and investigate the nature of this problem
Keywords :
queueing theory; M/G/1 queue; infinitesimal perturbation analysis gradient estimates; perturbation analysis; queueing theory; sample path representation; time-varying arrival rate; Artificial intelligence; Clocks; Digital communication; NASA; Performance analysis; Queueing analysis; Random variables; Speech; Time varying systems; Traffic control;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261532
