Sensitivity analysis of a simple routing strategy

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Abstract
For several classes of queueing networks, on-line perturbation techniques have been used to determine parametric sensitivity of performance. These techniques typically assume "small" perturbations affecting only the occurrence time of events in the system. In networks with dynamic routing, however, queue length perturbations are also inevitably created. In order to investigate the phenomena involved in this case, a simple routing strategy is considered, based on comparing queue length to a given threshold parameter. A process is presented for evaluating throughput sensitivity with respect to this parameter along an observed sample path. Compared to earlier results, some additional information is now needed for tracking state perturbations. It is shown, however, that sensitivity analysis can still be performed on-line and provide accurate results.

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