Chapter 33 Sensitivity Analysis and Simulation of Performance for M/G/1/K Queuing Systems

摘要

In this paper, the performance potential and performance derivatives are analyzed for M/G/1/K queuing systems by the embedded Markov Chain. A computation algorithm is also given basing on a single sample path. To demonstrate the effectiveness of this algorithm, a special M/G/1/K queuing systems is given in the simulation section, which indicates the estimation error is very small.