Smoothed perturbation analysis algorithms for estimating the derivatives of occupancy-related functions in serial queueing networks

Abstract

The authors present smoothed perturbation analysis (SPA) estimators for the derivative of a number of occupancy-related functions in serial queueing networks with finite buffer spaces. The functions are the average number of customers at a network as seen by an arrival, the probability that a customer is blocked at a particular queue, and the probability that a customer leaves a queue empty. In all three cases, the variable is a parameter of the distribution of service times at one of the queues. The derivative estimators considered are very simple and flexible, and they easily lend themselves to analysis of unbiasedness. Unlike most of the established SPA estimators, the present ones are not based on the computation of hazard rates. >