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 language | English |
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Pages (from-to) | 697-714 |
Number of pages | 18 |
Journal | Computational Management Science |
Volume | 16 |
Issue number | 4 |
DOIs | |
Publication status | Published - 1 Jan 2019 |
Keywords
- Parameter insecurity
- Queuing network
- Robustness analysis