How far are we from steady state? On-line error bounds for steady state approximations
Author: Papanikas, K. ; Van Dijk, N. M. ; Van Wassenhove, Luk N. ; Yucesan, E.INSEAD Area: Technology and Operations Management Series: Working Paper ; 93/52/TM Publisher: Fontainebleau : INSEAD, 1993.Language: EnglishDescription: 15 p.Type of document: INSEAD Working Paper Online Access: Click here Abstract: 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| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
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Digital Library | Available | BC000719 |
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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