Robustness analysis of generalized Jackson network

Joost Berkhout, Bernd Heidergott*, Jennifer Sommer, Hans Daduna

*Corresponding author for this work

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

Queuing networks are a well-established approach to modeling and analysis of complex systems. This paper develops an approach to risk-analysis of queuing network models, where “risk” is understood as the possible impact of ignoring parameter insecurity. Our approach allows to compute the value at risk of performance characteristics of queuing networks under parameter insecurity.

Original languageEnglish
Pages (from-to)697-714
Number of pages18
JournalComputational Management Science
Volume16
Issue number4
DOIs
Publication statusPublished - 1 Jan 2019

Funding

FundersFunder number
Vrije Universiteit Amsterdam

    Keywords

    • Parameter insecurity
    • Queuing network
    • Robustness analysis

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