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.
|Number of pages||11|
|Journal||Lecture Notes in Computer Science|
|Publication status||Published - 2013|
|Event||20th International Conference, ASTMA 2013, Ghent, Belgium - Heidelberg|
Duration: 8 Jul 2013 → 10 Jul 2013
Bibliographical noteProceedings title: Analytical and Stochastic Modelling Techniques and Applications
Editors: A. Dudin, K. de Turck