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AN INTERPOLATION APPROXIMATION VIA SIMULATION ON A QUEUEING NETWORK
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  • AN INTERPOLATION APPROXIMATION VIA SIMULATION ON A QUEUEING NETWORK
  • AN INTERPOLATION APPROXIMATION VIA SIMULATION ON A QUEUEING NETWORK
저자명
Lim. Jong-Seul
간행물명
The Korean journal of computational & applied mathematics, 한국전산응용수학술지 Series A
권/호정보
2002년|9권 2호|pp.879-890 (12 pages)
발행정보
한국전산응용수학회
파일정보
정기간행물|ENG|
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이 논문은 한국과학기술정보연구원과 논문 연계를 통해 무료로 제공되는 원문입니다.
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기타언어초록

In this paper we consider open queueing system with a Poisson arrival process which have a finite upper bound on the arrival rate for which the system is stable. Interpolation approximations for quantities of interest, such as moments of the sojourn time distribution, have previously been developed for such systems, utilizing exact light and heavy traffic limits. These limits cannot always be easily computed for complex systems. Thus we consider an interpolation approximation where all of the relevant information is estimated via simulation. We show that all the relevant information can in fact be simultaneously estimated in a single regenerative simulation at any arrival rate. In addition to light and heavy traffic limits, both the quantity of interest and its derivative (with respect to the arrival rate) are estimated at the arrival rate of the simulation. All of the estimates are then combined, using a least squares procedure, to provide an interpolation approximation.