Robustness analysis of generalized Jackson network

Joost Berkhout, Bernd Heidergott, Jennifer Sommer, Hans Daduna

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
JournalComputational Management Science
DOIs
Publication statusPublished - 1 Jan 2019

Fingerprint

Risk analysis
Large scale systems
Robustness analysis
Queuing networks
Model risk
Network model
Complex systems
Modeling
Performance characteristics
Value at risk

Keywords

  • Parameter insecurity
  • Queuing network
  • Robustness analysis

Cite this

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Robustness analysis of generalized Jackson network. / Berkhout, Joost; Heidergott, Bernd; Sommer, Jennifer; Daduna, Hans.

In: Computational Management Science, 01.01.2019.

Research output: Contribution to JournalArticleAcademicpeer-review

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