AN INTERPOLATION APPROXIMATION VIA SIMULATION ON A QUEUEING NETWORK

다국어 초록 (Multilingual Abstract)

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.

목차 (Table of Contents)

• 1. Introdution
• 2. Estimating the Lihgt Traffic Limits
• 3. Estimating the Heavy Traffic Limit
• 4. Estimating f(y) and f'(y)
• 5. A Central Limit Theorem
• 6. Constructing the Simterpolation
• 7. Discussion and Conclusions
• REFERENCES