Perturbation analysis of multiclass queueing systems with admission control

A service facility with multiple customer classes is considered. Each class forms an independent Poisson arrival process with admission controlled by a threshold parameter, and is characterized by a general service time distribution. Gradient estimators for performance measures of this class of systems are derived using perturbation analysis techniques. The approach is based on exploiting alternative sample path representations of generalized semi-Markov process models of the systems, such that the resulting sample functions are continuous with respect to parameters of interest