Perturbation analysis and optimization of queueing networks

• DOI: 10.1007/bf00933971
• Publication Date: 2005-01-03T06:02:25Z
• Authors: Y. C. Ho; X. Cao
• Keywords: Theory of computation; G-network; Realization (probability); Mean value analysis

A new time-domain-based approach is developed in this paper for the perturbation analysis of queueing networks. We show that, by observing a single sample path realization of the network trajectory, we can derive sensitivity information of the throughput of the system with respect to various parameters. This information can then be used for the optimization of queueing networks. Numerous experiments as well as analytical results demonstrating the validity of this new approach are given and discussed.