Abstract
The perturbation analysis of open queuing networks is discussed. The concept of realization probability is extended to realization factors for open networks. A set of linear equations is derived for realization factors. It is shown that the perturbation analysis estimate of the sensitivity of a performance measure with respect to a mean service rate (or a mean interarrival rate) converges with probability one to the sensitivity of the steady-state performance measure, which simply equals the expected value of the realization factor. The results provide an analytical method of calculating performance sensitivity and form a theoretical foundation for perturbation analysis of open networks.
| Original language | English |
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| Pages (from-to) | 2006-2011 |
| Number of pages | 6 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 3 |
| Publication status | Published - 1989 |
| Externally published | Yes |
| Event | Proceedings of the 28th IEEE Conference on Decision and Control. Part 2 (of 3) - Tampa, FL, USA Duration: 13 Dec 1989 → 15 Dec 1989 |