Robustness analysis of generalized Jackson network

Joost Berkhout; Bernd Heidergott; Jennifer Sommer; Hans Daduna

doi:10.1007/s10287-019-00355-3

Robustness analysis of generalized Jackson network

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

^*Corresponding author for this work

Research output: Contribution to Journal › Article › Academic › peer-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 language	English
Pages (from-to)	697-714
Number of pages	18
Journal	Computational Management Science
Volume	16
Issue number	4
DOIs	https://doi.org/10.1007/s10287-019-00355-3
Publication status	Published - 1 Jan 2019

Funding

Funders
Vrije Universiteit Amsterdam

Keywords

Parameter insecurity
Queuing network
Robustness analysis

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10.1007/s10287-019-00355-3

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title = "Robustness analysis of generalized Jackson network",

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.",

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N2 - 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.

AB - 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.

KW - Parameter insecurity

KW - Queuing network

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M3 - Article

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Robustness analysis of generalized Jackson network

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