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Estimating the sojourn time sensitivity in queueing networks using perturbation analysis

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Abstract

The sample path perturbation analysis technique developed earlier for the analysis of throughput sensitivities (Refs. 1–3) is extended to the performance measures involving mean sojourn times of customers. The major features of the sojourn time sensitivity problem are twofold. Firstly, it is a performance associated with servers, and not with customers. Secondly, the average sojourn time in any finite observation period can be a discontinuous function of mean service times when blocking is involved in a system. This discontinuity causes errors which must be accounted for in the estimation of sensitivities. Numerical experiments and analysis validate this method of computation of the sensitivities.

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Authors and Affiliations

  1. Division of Applied Sciences, Harvard University, Cambridge, Massachusetts

    X. R. Cao (Research Fellow) & Y. C. Ho (Professor)

Authors
  1. X. R. Cao
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  2. Y. C. Ho
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Additional information

This work was supported by the US Office of Naval Research, Contracts N00014-84-K-0465 and N00014-79-C-0776, and by the National Science Foundation, Grant No. ENG-78-15231.

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Cao, X.R., Ho, Y.C. Estimating the sojourn time sensitivity in queueing networks using perturbation analysis. J Optim Theory Appl 53, 353–375 (1987). https://doi.org/10.1007/BF00938944

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