Realization factors in state-dependent networks

2006 ◽  
pp. 117-167
Keyword(s):  
State Dependent ◽  
Realization Factors

Realization factors and sensitivity analysis of queueing networks with state-dependent service rates

1990 ◽  
Vol 22 (1) ◽  
pp. 178-210 ◽  
Author(s):  
Xi-Ren Cao
Keyword(s):  
Steady State ◽  
Perturbation Analysis ◽  
Queueing Networks ◽  
Sample Path ◽  
Queueing Network ◽  
Service Rate ◽  
Steady State Probability ◽  
State Dependent ◽  
Service Rates ◽  
Realization Factors

The paper studies the sensitivity of the throughput with respect to a mean service rate in a closed queueing network with exponentially distributed service requirements and state-dependent service rates. The study is based on perturbation analysis of queueing networks. A new concept, the realization factor of a perturbation, is introduced. The properties of realization factors are discussed, and a set of equations specifying the realization factors are derived. The elasticity of the steady state throughput with respect to a mean service rate equals the product of the steady state probability and the corresponding realization factor. This elasticity can be estimated by applying a perturbation analysis algorithm to a sample path of the system. The sample path elasticity of the throughput with respect to a mean service rate converges with probability 1 to the elasticity of the steady state throughput. The theory provides an analytical method of calculating the throughput sensitivity and justifies the application of perturbation analysis.

Realization factors and sensitivity analysis of queueing networks with state-dependent service rates

1990 ◽  
Vol 22 (01) ◽  
pp. 178-210 ◽  
Author(s):  
Xi-Ren Cao
Keyword(s):  
Steady State ◽  
Perturbation Analysis ◽  
Queueing Networks ◽  
Sample Path ◽  
Queueing Network ◽  
Service Rate ◽  
Steady State Probability ◽  
State Dependent ◽  
Service Rates ◽  
Realization Factors

The paper studies the sensitivity of the throughput with respect to a mean service rate in a closed queueing network with exponentially distributed service requirements and state-dependent service rates. The study is based on perturbation analysis of queueing networks. A new concept, the realization factor of a perturbation, is introduced. The properties of realization factors are discussed, and a set of equations specifying the realization factors are derived. The elasticity of the steady state throughput with respect to a mean service rate equals the product of the steady state probability and the corresponding realization factor. This elasticity can be estimated by applying a perturbation analysis algorithm to a sample path of the system. The sample path elasticity of the throughput with respect to a mean service rate converges with probability 1 to the elasticity of the steady state throughput. The theory provides an analytical method of calculating the throughput sensitivity and justifies the application of perturbation analysis.

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