Perturbation analysis of the GI/GI /1 queue

摘要: We examine a family ofGI/GI/1 queueing processes generated by parametric of service time distributions,F(x,θ), and we show that under suitable conditions the corresponding customer stationary expectation system is twice continuously differentiable with respect toθ. Expressions for derivatives are given which single run derivative estimation. These results extended to parameters interarrival distribution expressions second (as well as partial involving both interarrivai parameters) also obtained. Finally, present perturbation analysis algorithms based on these along simulation demonstrating their performance.