The Taylor series expansion for performance functions of queues: Sensitivity analysis

S. Ouazine; K. Abbas; B.F. Heidergott

doi:10.1007/978-3-642-39408-9_1

The Taylor series expansion for performance functions of queues: Sensitivity analysis

S. Ouazine, K. Abbas, B.F. Heidergott

Amsterdam Business Research Institute

Research output: Contribution to Journal › Article › Academic › peer-review

Abstract

We discuss the application of an efficient numerical algorithm to sensitivity analysis of the GI/M/1 queue. Specifically, we use a numerical approach based on the Taylor series expansion to examine the robustness of the GI/M/1 queue to some specific perturbations in the arrival process: linear and non-linear perturbations. For each kind of perturbation we approximately compute the sensitivity of the main characteristics of the GI/M/1 queue corresponding to the case where the arrival processes are lightly different from that of the nominal queue. Numerical examples are presented to illustrate the accuracy of the proposed approach. © 2013 Springer-Verlag.

Original language	English
Pages (from-to)	1-11
Number of pages	11
Journal	Lecture Notes in Computer Science
Volume	7984
DOIs	https://doi.org/10.1007/978-3-642-39408-9_1
Publication status	Published - 2013
Event	20th International Conference, ASTMA 2013, Ghent, Belgium - Heidelberg Duration: 8 Jul 2013 → 10 Jul 2013

Bibliographical note

Proceedings title: Analytical and Stochastic Modelling Techniques and Applications
Publisher: Springer
Editors: A. Dudin, K. de Turck

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title = "The Taylor series expansion for performance functions of queues: Sensitivity analysis",

abstract = "We discuss the application of an efficient numerical algorithm to sensitivity analysis of the GI/M/1 queue. Specifically, we use a numerical approach based on the Taylor series expansion to examine the robustness of the GI/M/1 queue to some specific perturbations in the arrival process: linear and non-linear perturbations. For each kind of perturbation we approximately compute the sensitivity of the main characteristics of the GI/M/1 queue corresponding to the case where the arrival processes are lightly different from that of the nominal queue. Numerical examples are presented to illustrate the accuracy of the proposed approach. {\textcopyright} 2013 Springer-Verlag.",

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note = "Proceedings title: Analytical and Stochastic Modelling Techniques and Applications Publisher: Springer Editors: A. Dudin, K. de Turck; 20th International Conference, ASTMA 2013, Ghent, Belgium ; Conference date: 08-07-2013 Through 10-07-2013",

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T1 - The Taylor series expansion for performance functions of queues: Sensitivity analysis

AU - Ouazine, S.

AU - Abbas, K.

AU - Heidergott, B.F.

N1 - Proceedings title: Analytical and Stochastic Modelling Techniques and Applications Publisher: Springer Editors: A. Dudin, K. de Turck

PY - 2013

Y1 - 2013

N2 - We discuss the application of an efficient numerical algorithm to sensitivity analysis of the GI/M/1 queue. Specifically, we use a numerical approach based on the Taylor series expansion to examine the robustness of the GI/M/1 queue to some specific perturbations in the arrival process: linear and non-linear perturbations. For each kind of perturbation we approximately compute the sensitivity of the main characteristics of the GI/M/1 queue corresponding to the case where the arrival processes are lightly different from that of the nominal queue. Numerical examples are presented to illustrate the accuracy of the proposed approach. © 2013 Springer-Verlag.

AB - We discuss the application of an efficient numerical algorithm to sensitivity analysis of the GI/M/1 queue. Specifically, we use a numerical approach based on the Taylor series expansion to examine the robustness of the GI/M/1 queue to some specific perturbations in the arrival process: linear and non-linear perturbations. For each kind of perturbation we approximately compute the sensitivity of the main characteristics of the GI/M/1 queue corresponding to the case where the arrival processes are lightly different from that of the nominal queue. Numerical examples are presented to illustrate the accuracy of the proposed approach. © 2013 Springer-Verlag.

U2 - 10.1007/978-3-642-39408-9_1

DO - 10.1007/978-3-642-39408-9_1

M3 - Article

SN - 0302-9743

VL - 7984

SP - 1

EP - 11

JO - Lecture Notes in Computer Science

JF - Lecture Notes in Computer Science

T2 - 20th International Conference, ASTMA 2013, Ghent, Belgium

Y2 - 8 July 2013 through 10 July 2013

ER -

The Taylor series expansion for performance functions of queues: Sensitivity analysis

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