Robustness analysis of generalized Jackson network

Joost Berkhout (), Bernd Heidergott (), Jennifer Sommer () and Hans Daduna ()
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Joost Berkhout: Centrum Wiskunde & Informatica (CWI)
Bernd Heidergott: School of Economics and Business
Jennifer Sommer: HPC Hamburg Port Consulting GmbH
Hans Daduna: University of Hamburg

Computational Management Science, 2019, vol. 16, issue 4, No 8, 697-714

Abstract: 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.

Keywords: Robustness analysis; Queuing network; Parameter insecurity (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s10287-019-00355-3

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