Using simulation to approximate subgradients of convex performance measures in service systems

Author(s):  
J. Atlason ◽  
M.A. Epelman ◽  
S.G. Henderson
2008 ◽  
Vol 25 (04) ◽  
pp. 531-561 ◽  
Author(s):  
J. MACGREGOR SMITH

Multi-server, finite buffer, performance models of queueing systems are very useful tools for manufacturing, telecommunication, transportation and facility modelling applications. Exact computation of performance measures for general service multi-server queueing systems remains an intractable problem. Approximations of these performance measures are important to quickly and accurately reveal the performance of a system. This is desirable for both performance evaluation as well as optimization of these systems. Two-moment approximation formulas are presented for performance modelling of multi-server systems involving servers of 2,3,…,10 servers. Extensive computational results are provided to evaluate the approximation results against simulation, known tabular results, and other approximation formulas. Applications of the model to optimizing manufacturing and service systems using a marginal allocation algorithm are briefly illustrated. Extensions of the two-moment methodology to larger multi-server systems c = {25, 50, 100} round out the paper.


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