Analysis of GI/GI/1 Queue by Push-Out Simulation Technique
نویسندگان
چکیده
This paper is concerned with the sensitivity analysis of GI/GI/1 queueing model by “push-out” simulation technique, which is based on discrete event dynamic system using structural parameters. The study of “push-out” technique is extension of score function simulation method for sensitivity analysis and stochastic optimization.
منابع مشابه
Representing Workloads in GI/G/1 Queues Through the Preemptive-Resume LIFO Queue Discipline
We give in this paper a detailed sample-average analysis of GI/G/1 queues with the preemptive-resume LIFO (last-in-first-out) queue discipline: We study the long-run “state” behavior of the system by averaging over arrival epochs, departure epochs, as well as time, and obtain relations that express the resulting averages in terms of basic characteristics within busy cycles. These relations, tog...
متن کاملError Bounds for Perturbing Nonexponential Queues
A general framework is provided to derive analytic error bounds for the effect of perturbations and inaccuracies of nonexponential service or arrival distributions in singleand multi-server queues. The general framework is worked out in detail for the three types of finite or infinite buffer queues: GI/G/1/N , M/G/c/N , and GI/M/c/N . First, for the standard GI/G/1/N queue, it is illustrated ho...
متن کاملSimulating Tail Probabilities in GI/GI.1 Queues and Insurance Risk Processes with Sub Exponential Distributions
This paper deals with estimating small tail probabilities of the steady-state waiting time in a GI/GI/1 queue with heavy-tailed (subexponential) service times. The interarrival times can have any distribution with a nite mean. The problem of estimating in nite horizon ruin probabilities in insurance risk processes with heavy-tailed claims can be transformed into the same framework. It is well-k...
متن کاملApproximating the GI/GI/1+GI Queue with a Nonlinear Drift Diffusion: Hazard Rate Scaling in Heavy Traffic
We study a single-server queue, operating under the first-in-first-out (FIFO) service discipline, in which each customer independently abandons the queue if his service has not begun within a generally distributed amount of time. Under some mild conditions on the abandonment distribution, we identify a limiting heavy-traffic regime in which the resulting diffusion approximation for both the off...
متن کاملDynamic scheduling of a GI/GI/1+GI queue with multiple customer classes
We consider a dynamic control problem for a GI/GI/1 + GI queue with multiclass customers. The customer classes are distinguished by their interarrival time, service time, and abandonment time distributions. There is a cost ck > 0 for every class k ∈ {1,2, . . . ,N} customer that abandons the queue before receiving service. The objective is to minimize average cost by dynamically choosing which ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2013