Robustness analysis of generalized Jackson network

Abstract

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. Keywords Robustness analysis • Queuing network • Parameter insecurity 1 Introduction Jackson networks (henceforth JN), to be formally introduced later on, are a well established class of models in, e.g., production, telecommunication, computer systems; for surveys see Kelly (1979) and Chen and Yao (2001). JN's have the desirable property that the distribution of the stationary queue length vector is of product-form, which allows for quick numerical evaluation of performance measures, such as the the mean B Bernd Heidergott