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

fYear

1991

fDate

11-13 Dec 1991

Firstpage

1159

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1991., Proceedings of the 30th IEEE Conference on

Conference_Location

Brighton

Print_ISBN

0-7803-0450-0

Type

conf

DOI

10.1109/CDC.1991.261532

Filename

261532

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3474248