A parametric uncertainty analysis method for queues with vacations

摘要

In this paper, we propose a numerical method, based on Taylor series expansion, for computing the uncertainty in performance measures of vacation queueing model due to epistemic uncertainties in its parameters. Specifically, we consider the M/G/1/N queue with vacations, where we assume that vacation parameter is derived from finite number of observations, they themselves will have epistemic uncertainty associated with them. Using this method, we compute the expected value and the variance of the stationary distribution associated with the M/G/1/N queue with vacations. In order to illustrate the applicability of the proposed method, a series of numerical examples are discussed and the obtained results are compared to the corresponding Monte Carlo simulations ones.