Kybernetika 31 no. 2, 175-188, 1995

Sensitivity error bounds for non-exponential stochastic networks

Nico M. van Dijk

Abstract:

Stochastic service networks are studied with inaccuracies or perturbations in the distributional forms of service and interarrival times. A condition is provided to conclude error bounds for the effect of these data imprecisions on stationary measures such as throughput. The verification of this condition involves a continuous-state Markov reward recursion relation, which can be performed in an analytic manner. This will be illustrated in detail for a tandem queueing network with imprecisions in a non-exponential input. An explicit error bound on the effect of these imprecisions will be obtained.

Classification:

60K10, 90B22, 90B15