Structural conditions for perturbation analysis of queueing systems

Subscribe (Full Service)


	Search: The ACM Digital Library The Guide

	Feedback

Structural conditions for perturbation analysis of queueing systems

Full text

Pdf (1.38 MB)

Source

Journal of the ACM (JACM) archive
Volume 38 , Issue 4 (October 1991) table of contents

Pages: 1005 - 1025

Year of Publication: 1991

ISSN:0004-5411

Author

Paul Glasserman

Columbia Univ., New York, NY

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 2, Downloads (12 Months): 33, Citation Count: 3

Additional Information:

references cited by index terms review collaborative colleagues peer to peer

Tools and Actions:	Request Permissions Review this Article Save this Article to a Binder Display Formats: BibTeX EndNote ACM Ref

DOI Bookmark:	Use this link to bookmark this Article: http://doi.acm.org/10.1145/115234.115348 What is a DOI?

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	CAO, X.R. Convergence of parameter sensitivity estimates in a stochastic experiment IEEE Trans. Auto. Cont. AC-30, (1985), 845-853.
	2	Xi-Ren Cao, A sample performance function of closed Jackson queueing networks, Operations Research, v.36 n.1, p.128-136, January-February 1988 [doi>10.1287/opre.36.1.128]
	3	X. R. Cao , Y. C. Ho, Estimating the sojourn time sensitivity in queueing networks using perturbation analysis, Journal of Optimization Theory and Applications, v.53 n.3, p.353-375, June 1987 [doi>10.1007/BF00938944]
	4	GLASSERMAN, P. The hmiting value of derivative estimates based on perturbation analysis. Stochas. Models 6, (1990), 229-258.
	5	Paul Glasserman, Structural conditions for perturbation analysis derivative estimation: finite-time performance indices, Operations Research, v.39 n.5, p.724-738, Sept.-Oct. 1991 [doi>10.1287/opre.39.5.724]
	6	GLASSERMAN, P., t2{U, J. Q., AND STRICKLAND, S.G. Strongly consistent steady-state der~vatlve estimates. Prob. Eng. Inf. Sci., to appear.
	7	Peter W. Glynn, On the role of generalized semi-Markov processes in simulation output analysis, Proceedings of the 15th conference on Winter simulation, p.39-44, December 12-14, 1983, Arlington, Virginia, United States
	8	GoyG, W. B., AND GLASSERMAN, P. Perturbation analysis of the M/G/I/K queue. In Proceedings of the 27th IEEE Conference on Decision and Control. IEEE, New York, 1988, pp. 1 114-1118.
	9	Philip Heidelberger , Xi-Ren Cao , Michael A. Zazanis , Rajan Suri, Convergence properties of infinitesimal perturbation analysis, Management Science, v.34 n.11, p.1281-1302, Nov. 1988 [doi>10.1287/mnsc.34.11.1281]
	10	Ho, Y. C. AND CAO, X. R. Optimization and perturbation analysis of queuing networks. J. Optimiz. Theory Appl. 40 (1983), pp. 559-582.
	11	KELLY, F. P. Reversibility and Stochastic Networks. Wiley, New York, 1979.
	12	S. Li , Y. C. Ho, Sample path and performance homogeneity of discrete event dynamic systems, Automatica (Journal of IFAC), v.25 n.6, p.907-915, Nov. 1989 [doi>10.1016/0005-1098(89)90057-5]
	13	SCHASSBF, RGER, R. Insensitivity of steady-state distributions of generalized sem~-Markov processes with speeds. Adv. Apple. Prob. 10 (1978), 836-851.
	14	Rajan Suri, Infinitesimal perturbation analysis for general discrete event systems, Journal of the ACM (JACM), v.34 n.3, p.686-717, July 1987 [doi>10.1145/28869.28879]
	15	Rajan Suri , Michael A. Zazanis, Perturbation analysis gives strongly consistent sensitivity estimates for the M/G/1 queue, Management Science, v.34 n.1, p.39-64, Jan. 1988 [doi>10.1287/mnsc.34.1.39]
	16	WHvrT, W. Continuity of generalized semi-Markov processes. Math. Oper. Res. 5 (1980), 494-501.

CITED BY 3

	Michael C. Fu , Jian-Qiang Hu, Bias properties of infinitesimal perturbation analysis for multi-server queues, Proceedings of the 22nd conference on Winter simulation, p.377-381, December 09-12, 1990, New Orleans, Louisiana, United States
	Bernd Heidergott, Infinitesimal perturbation analysis for queueing networks with general service time distributions, Queueing Systems: Theory and Applications, v.31 n.1-2, p.43-58, 1999
	Wai Kin (Victor) Chan , Lee W. Schruben, Response gradient estimation using mathematical programming models of discrete-event system sample paths, Proceedings of the 37th conference on Winter simulation, December 03-06, 2006, Monterey, California

INDEX TERMS

Primary Classification:
G. Mathematics of Computing
G.m MISCELLANEOUS
Subjects: Queueing theory**

Additional Classification:
G. Mathematics of Computing

I. Computing Methodologies
I.6 SIMULATION AND MODELING

General Terms:
Algorithms, Design, Performance, Theory

Keywords:
Gradient estimation, networks of queues, perturbation analysis, sensitivity analysis

REVIEW

"Ted Brown : Reviewer"

Perturbation analysis is used in simulation output analysis to get derivative information about the performance parameter settings by saving a little extra information during the running of the simulation. This paper is one of a series by the more...

Collaborative Colleagues:

Paul Glasserman: colleagues

Peer to Peer - Readers of this Article have also read:

Data structures for quadtree approximation and compression Communications of the ACM 28, 9
Hanan Samet
A hierarchical single-key-lock access control using the Chinese remainder theorem Proceedings of the 1992 ACM/SIGAPP Symposium on Applied computing
Kim S. Lee , Huizhu Lu , D. D. Fisher
The GemStone object database management system Communications of the ACM 34, 10
Paul Butterworth , Allen Otis , Jacob Stein
Putting innovation to work: adoption strategies for multimedia communication systems Communications of the ACM 34, 12
Ellen Francik , Susan Ehrlich Rudman , Donna Cooper , Stephen Levine
An intelligent component database for behavioral synthesis Proceedings of the 27th ACM/IEEE Design Automation Conference on
Gwo-Dong Chen , Daniel D. Gajski

Adobe Acrobat

QuickTime

Windows Media Player

Real Player