Abstract
We discuss the application of an efficient numerical algorithm to sensitivity analysis of the GI/M/1 queue. Specifically, we use a numerical approach based on the Taylor series expansion to examine the robustness of the GI/M/1 queue to some specific perturbations in the arrival process: linear and non-linear perturbations. For each kind of perturbation we approximately compute the sensitivity of the main characteristics of the GI/M/1 queue corresponding to the case where the arrival processes are lightly different from that of the nominal queue. Numerical examples are presented to illustrate the accuracy of the proposed approach.
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Ouazine, S., Abbas, K., Heidergott, B. (2013). The Taylor Series Expansions for Performance Functions of Queues: Sensitivity Analysis. In: Dudin, A., De Turck, K. (eds) Analytical and Stochastic Modeling Techniques and Applications. ASMTA 2013. Lecture Notes in Computer Science, vol 7984. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-39408-9_1
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DOI: https://doi.org/10.1007/978-3-642-39408-9_1
Publisher Name: Springer, Berlin, Heidelberg
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