Gradient Estimation for Queues with Non-identical Servers

dc.contributor.authorFu, Michael C.en_US
dc.contributor.authorHu, Jian-Qiangen_US
dc.contributor.authorNagi, Rakeshen_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:53:26Z
dc.date.available2007-05-23T09:53:26Z
dc.date.issued1993en_US
dc.description.abstractWe consider a single-queue system with multiple servers that are non-identical. Our interest is in applying the technique of perturbation analysis to estimate derivatives of mean steady- state system time. Because infinitesimal perturbation analysis yields biased estimates for this problem, we apply smoothed perturbation analysis to get unbiased estimators. In the most general cases, the estimators require additional simulation, so we propose an approximation to eliminate this. For two servers, we give an analytical proof of unbiasedness in steady state for the Markovian case. We provide simulation results for both Markovian and non-Markovian examples, and compare the performance with regenerative likelihood ratio estimators.en_US
dc.format.extent1505157 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/5358
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1993-11en_US
dc.subjectsensitivity analysisen_US
dc.subjectdiscrete event dynamical systems en_US
dc.subjectgradient estimation en_US
dc.subjectqueueing systemsen_US
dc.subjectManufacturing Systemsen_US
dc.titleGradient Estimation for Queues with Non-identical Serversen_US
dc.typeTechnical Reporten_US

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