On perturbation analysis of queueing networks with finitely supported service time distributions

1991 ◽  
Vol 36 (7) ◽  
pp. 863-867 ◽  
Author(s):  
Y. Wardi ◽  
M.W. McKinnon ◽  
R. Schuckle
1987 ◽  
Vol 19 (03) ◽  
pp. 708-738 ◽  
Author(s):  
X. R. Cao

Perturbation analysis is a new technique which yields the sensitivities of system performance measures with respect to parameters based on one sample path of a system. This paper provides some theoretical analysis for this method. A new notion, the realization probability of a perturbation in a closed queueing network, is studied. The elasticity of the expected throughput in a closed Jackson network with respect to the mean service times can be expressed in terms of the steady-state probabilities and realization probabilities in a very simple way. The elasticity of the throughput with respect to the mean service times when the service distributions are perturbed to non-exponential distributions can also be obtained using these realization probabilities. It is proved that the sample elasticity of the throughput obtained by perturbation analysis converges to the elasticity of the expected throughput in steady-state both in mean and with probability 1 as the number of customers served goes to This justifies the existing algorithms based on perturbation analysis which efficiently provide the estimates of elasticities in practice.


1992 ◽  
Vol 29 (4) ◽  
pp. 967-978 ◽  
Author(s):  
Rhonda Righter ◽  
J. George Shanthikumar

We show that using the FIFO service discipline at single server stations with ILR (increasing likelihood ratio) service time distributions in networks of monotone queues results in stochastically earlier departures throughout the network. The converse is true at stations with DLR (decreasing likelihood ratio) service time distributions. We use these results to establish the validity of the following comparisons:(i) The throughput of a closed network of FIFO single-server queues will be larger (smaller) when the service times are ILR (DLR) rather than exponential with the same means.(ii) The total stationary number of customers in an open network of FIFO single-server queues with Poisson external arrivals will be stochastically smaller (larger) when the service times are ILR (DLR) rather than exponential with the same means.We also give a surprising counterexample to show that although FIFO stochastically maximizes the number of departures by any time t from an isolated single-server queue with IHR (increasing hazard rate, which is weaker than ILR) service times, this is no longer true for networks of more than one queue. Thus the ILR assumption cannot be relaxed to IHR.Finally, we consider multiclass networks of exponential single-server queues, where the class of a customer at a particular station determines its service rate at that station, and show that serving the customer with the highest service rate (which is SEPT — shortest expected processing time first) results in stochastically earlier departures throughout the network, among all preemptive work-conserving policies. We also show that a cµ rule stochastically maximizes the number of non-defective service completions by any time t when there are random, agreeable, yields.


1989 ◽  
Vol 21 (1) ◽  
pp. 181-206 ◽  
Author(s):  
Xi-Ren Cao

Perturbation analysis is an efficient approach to estimating the sensitivities of the performance measures of a queueing network. A new notion, called the realization probability, provides an alternative way of calculating the sensitivity of the system throughput with respect to mean service times in closed Jackson networks with single class customers and single server nodes (Cao (1987a)). This paper extends the above results to systems with finite buffer sizes. It is proved that in an indecomposable network with finite buffer sizes a perturbation will, with probability 1, be realized or lost. For systems in which no server can directly block more than one server simultaneously, the elasticity of the expected throughput can be expressed in terms of the steady state probability and the realization probability in a simple manner. The elasticity of the throughput when each customer’s service time changes by the same amount can also be calculated. These results provide some theoretical background for perturbation analysis and clarify some important issues in this area.


1989 ◽  
Vol 26 (3) ◽  
pp. 678-682 ◽  
Author(s):  
Karl Sigman

A new proof of the stability of closed Jackson-type queueing networks (with general service-time distributions) is given and sufficient conditions are given for obtaining Cesaro, weak and total variation convergence of the continuous-time joint queue length and residual service-time process to a limiting distribution. The result weakens the sufficient conditions (for stability) of Borovkov (1986) by allowing more general service-time distributions.


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