Infinitesimal perturbation analysis for queueing networks with general service time distributions

被引：0

作者：

Bernd Heidergott

机构：

[1] Delft University of Technology,

[2] Faculty of Information Technology and Systems,undefined

来源：

Queueing Systems | 1999年 / 31卷

关键词：

perturbation analysis; sample path analysis; queueing theory; simulation;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We study infinitesimal perturbation analysis (IPA) for queueing networks with general service time distributions. By “general” we mean that the distributions may have discrete components. We show that in the presence of service time distributions with discrete components commuting condition (CC) is no longer sufficient for unbiasedness of IPA. To overcome this difficulty, we introduce the notion of separability of real‐valued random variables, and show that separability of service times together with (CC) establishes unbiasedness of IPA for queueing systems with general service time distributions. It turns out that the piecewise analyticity of service times is a sufficient condition for separability.

引用

页码：43 / 58

页数：15

共 16 条

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