2019-07-23
Robustness analysis of generalized Jackson network
Publication
Publication
Computational Management Science , Volume 16 p. 697- 714
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 | |
| doi.org/10.1007/s10287-019-00355-3 | |
| Computational Management Science | |
| Organisation | Centrum Wiskunde & Informatica, Amsterdam (CWI), The Netherlands |
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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
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