Title :
Perturbation analysis: the state of the art and research issues explained via the GI/G/1 queue
Author_Institution :
Dept. of Ind. Eng., Wisconsin Univ., Madison, WI, USA
fDate :
1/1/1989 12:00:00 AM
Abstract :
Perturbation analysis (PA) of discrete event dynamic systems (DEDS) enables parameter sensitivities of DEDS to be obtained by observing a single sample path of the system. A simple GI/G/1 system is used to give an introduction to PA and illustrate the basic theoretical issues involved in this technique. The application of PA to networks of queues is covered briefly, and then some of the recent extensions to PA are discussed. It is shown that many interesting open questions remain for PA, and areas for research are indicated
Keywords :
discrete time systems; perturbation techniques; queueing theory; GI/G/1 queue; discrete event dynamic systems; perturbation analysis; queueing theory; sample path; Computer simulation; Design engineering; Discrete event systems; Engineering management; Industrial engineering; Information analysis; Performance analysis; Predictive models; Queueing analysis; Regression analysis;
Journal_Title :
Proceedings of the IEEE