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How far are we from steady state? On-line error bounds for steady state approximations

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By studying performance measures via reward structures, on-line error bounds are obtained by successive approximation. These bounds enable one to determine when to terminate computation with a guaranteed accuracy. Furthermore, they provide insight into steady-state convergence in practical situations. the method is tested for a number of simple capacitated queuing networks. The results obtained indicate that the method provides a practical tool for numerically approximating performance measures of queuing networks

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en

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application/pdf

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http://flora.insead.edu/fichiersti_wp/Inseadwp1993/93-52.pdf

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Copyright INSEAD. All rights reserved