Infinitesimal Perturbation Analysis Estimates for Moments of the System Time of an M/M/1 Queue

Michael A. Zazanis
Additional contact information
Michael A. Zazanis: Northwestern University, Evanston, Illinois

Operations Research, 1990, vol. 38, issue 2, 364-369

Abstract: We consider infinitesimal perturbation analysis estimates for the derivative of moments of the system time in an M/M/1 queue in steady state. The unbiasedness of these estimates is established for derivatives with respect to the mean service time and the arrival rate. A similar result is obtained for the system time of the i th customer in a GI/G/1 queue with fixed initial conditions.

Keywords: queues; output process: perturbation analysis estimates; queues; tandem: perturbation analysis for the M/M/1 queue; queues; statistical analysis: unbiased perturbation analysis estimates (search for similar items in EconPapers)
Date: 1990
References: Add references at CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.1287/opre.38.2.364 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:38:y:1990:i:2:p:364-369

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().