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G/M/1排队系统的性能灵敏度分析与仿真
引用本文:张虎,殷保群,代桂平,奚宏生. G/M/1排队系统的性能灵敏度分析与仿真[J]. 系统仿真学报, 2005, 17(5): 1084-1086,1096
作者姓名:张虎  殷保群  代桂平  奚宏生
作者单位:中国科学技术大学自动化系,安徽合肥,230026
基金项目:国家自然科学基金(60274012),安徽省自然科学基金(01042308)
摘    要:对G/M/1排队系统,通过研究其嵌入Markov链,讨论了系统的稳态性能灵敏度分析问题,导出了系统的稳态分布与其嵌入Markov链的稳态分布之间的关系式,给出了用嵌入Markov链的势能表示的稳态性能灵敏度公式。并提出了通过嵌入Markov链来计算系统性能灵敏度的仿真算法,由于该算法基于系统的一条单一样本轨道,故可直接应用于系统的控制与优化。最后提供了两种具体的G/M/1排队系统的例子来说明该算法的应用。

关 键 词:G/M/1排队系统 性能势 灵敏度分析 仿真
文章编号:1004-731X(2005)05-1084-03

Sensitivity Analysis and Simulation of Performance for G/M/1 Queuing Systems
ZHANG Hu,YIN Bao-qun,DAI Gui-ping,XI Hong-sheng. Sensitivity Analysis and Simulation of Performance for G/M/1 Queuing Systems[J]. Journal of System Simulation, 2005, 17(5): 1084-1086,1096
Authors:ZHANG Hu  YIN Bao-qun  DAI Gui-ping  XI Hong-sheng
Abstract:We study the problem of the performance sensitivity analysis by the embedded Markov chain for G/M/1 queuing systems. A simulating computation algorithm based on a single sample path of this G/M/1 queuing system is given also. The embedded Markov chain (EMC) is employed here to study the difference between the steady state distribution of the real system and that of the EMC, which is used to correct the result of simulating. Numerical computations of two special G/M/1 queuing systems are given as simulation examples in conclusion.
Keywords:G/M/1 queuing systems  performance potential  sensitivity analysis  simulation
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