【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。更多还原

【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.更多还原