A functional approximation for retrial queues with two way communication
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- 作者：Sofiane Ouazine ; Karim Abbas
- 关键词：Retrial queues ; Numerical approximation ; Taylor series expansion ; Parametric uncertainty ; Monte Carlo simulation
- 刊名：Annals of Operations Research
- 出版年：2016
- 出版时间：December 2016
- 年：2016
- 卷：247
- 期：1
- 页码：211-227
- 全文大小：774 KB
- 刊物类别：Business and Economics
- 刊物主题：Economics
Operation Research and Decision Theory
Combinatorics
Theory of Computation - 出版者：Springer Netherlands
- ISSN：1572-9338
- 卷排序：247
文摘
In this paper we consider retrial queues with two way communication and finite orbit. We will develop a functional approximation of the stationary performances of this queue where the parameter of interest is the outgoing rate. Specifically, we will apply the Taylor series expansion method to propagate parametric uncertainty to performance measures. We provide an analysis of the \(\hbox {M}_{1},\, \hbox {M}_{2}/\hbox {G}_{1},\, \hbox {G}_{2}/1\) retrial queue with two way communication and finite orbit. The sensitivity analysis is carried out by considering several numerical examples. More specifically, this paper proposes a numerical approach based on Taylor series expansion with a statistical aspect for analyzing the stationary performances of the considered queueing model, where we assume that the outgoing rate is not assessed in a perfect manner. Additionally, approximate expressions of the probability density functions, the expectation and the variance of the performance measures are obtained and compared to the corresponding Monte Carlo simulations results.