Performance optimization of queueing systems with perturbation realization

Li Xia, Xiren Cao

Research output: Contribution to journalArticlepeer-review

21 Scopus citations

Abstract

After the intensive studies of queueing theory in the past decades, many excellent results in performance analysis have been obtained, and successful examples abound. However, exploring special features of queueing systems directly in performance optimization still seems to be a territory not very well cultivated. Recent progresses of perturbation analysis (PA) and sensitivity-based optimization provide a new perspective of performance optimization of queueing systems. PA utilizes the structural information of queueing systems to efficiently extract the performance sensitivity information from a sample path of system. This paper gives a brief review of PA and performance optimization of queueing systems, focusing on a fundamental concept called perturbation realization factors, which captures the special dynamic feature of a queueing system. With the perturbation realization factors as building blocks, the performance derivative formula and performance difference formula can be obtained. With performance derivatives, gradient-based optimization can be derived, while with performance difference, policy iteration and optimality equations can be derived. These two fundamental formulas provide a foundation for performance optimization of queueing systems from a sensitivity-based point of view. We hope this survey may provide some inspirations on this promising research topic. © 2011 Elsevier B.V. All rights reserved.
Original languageEnglish (US)
Pages (from-to)293-304
Number of pages12
JournalEuropean Journal of Operational Research
Volume218
Issue number2
DOIs
StatePublished - Apr 2012

ASJC Scopus subject areas

  • Modeling and Simulation
  • Management Science and Operations Research
  • Information Systems and Management

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