The Taylor series expansions for performance functions of queues: Sensitivity analysis

Abstract

We discuss the application of an efficient numerical algorithm to sensitivity analysis of the GI/M/1 queue. Specifically, we use a numerical approach based on the Taylor series expansion to examine the robustness of the GI/M/1 queue to some specific perturbations in the arrival process: linear and non-linear perturbations. For each kind of perturbation we approximately compute the sensitivity of the main characteristics of the GI/M/1 queue corresponding to the case where the arrival processes are lightly different from that of the nominal queue. Numerical examples are presented to illustrate the accuracy of the proposed approach. © 2013 Springer-Verlag.