Aggregation approximations for sensitivity analysis of multi-class queueing networks

Two methods are presented for estimating performance derivatives from simulation of multi-class queueing networks for sensitivity analysis. The methods use approximate subnetwork aggregation to reduce the problem to a single-class derivative estimation problem with which a modified infinitesimal perturbation analysis algorithm is used. The modified algorithm treats a subnetwork as though it had been aggregated, but is actually applied to the original (non-aggregated) network.

The two approaches to aggregation considered represent two extensions of the idea of a Norton equivalent to non-product-form networks, one based on an exact result, the other heuristic. These are of interest beyond the particular application considered here.