Mathematical programming-based perturbation analysis for GI/G/1 queues

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.

• Type: Conference
• Year: 2007
• Where: WSC
• Authors: He Zhang, Wai Kin Chan
• Keywords: Finite Perturbation Analysis, Infinitesimal Perturbation Analysis, Modeling And Simulation, Perturbation Analysis, WSC 2007