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Infinitesimal Perturbation Analysis Estimates for Moments of the System Time of an M/M/1 Queue

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  • Michael A. Zazanis

    (Northwestern University, Evanston, Illinois)

Abstract

We consider infinitesimal perturbation analysis estimates for the derivative of moments of the system time in an M/M/1 queue in steady state. The unbiasedness of these estimates is established for derivatives with respect to the mean service time and the arrival rate. A similar result is obtained for the system time of the i th customer in a GI/G/1 queue with fixed initial conditions.

Suggested Citation

  • Michael A. Zazanis, 1990. "Infinitesimal Perturbation Analysis Estimates for Moments of the System Time of an M/M/1 Queue," Operations Research, INFORMS, vol. 38(2), pages 364-369, April.
    • Handle: RePEc:inm:oropre:v:38:y:1990:i:2:p:364-369
    DOI: 10.1287/opre.38.2.364
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