Queuing networks are a well-established approach to modeling and analysis of complex systems. This paper develops an approach to risk-analysis of queuing network models, where “risk” is understood as the possible impact of ignoring parameter insecurity. Our approach allows to compute the value at risk of performance characteristics of queuing networks under parameter insecurity.

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HPC Hamburg Port Consulting GmbH, Hamburg, Germany
Computational Management Science
Centrum Wiskunde & Informatica, Amsterdam (CWI), The Netherlands

Berkhout, J, Heidergott, B.F, Sommer, J, & Daduna, H. (2019). Robustness analysis of generalized Jackson network. Computational Management Science, 16, 697–714. doi:10.1007/s10287-019-00355-3