Research Article
QBD Sensitivity Analysis Tool Using Discrete-Event Simulation and extension of SMCSolver
@INPROCEEDINGS{10.4108/icst.valuetools.2011.245745, author={Maxime Cordy and Marie-Ange Remiche}, title={QBD Sensitivity Analysis Tool Using Discrete-Event Simulation and extension of SMCSolver}, proceedings={5th International ICST Conference on Performance Evaluation Methodologies and Tools}, publisher={ICST}, proceedings_a={VALUETOOLS}, year={2012}, month={6}, keywords={Quasi-Birth-and-Death Models matrix analytic methods discrete-event simulation}, doi={10.4108/icst.valuetools.2011.245745} }- Maxime Cordy
Marie-Ange Remiche
Year: 2012
QBD Sensitivity Analysis Tool Using Discrete-Event Simulation and extension of SMCSolver
VALUETOOLS
ICST
DOI: 10.4108/icst.valuetools.2011.245745
Abstract
We propose a tool that provides both analytical and simulation based performance analysis of both homogeneous and inhomogeneous Quasi-Birth-and-Death (QBD) processes. We extend SMCSolvers in order to study inhomogeneous case and to analyze first passage times. Simulations are performed on a discrete-event based approach. We also provide a rich input interface to give the most flexibility to the user to define its QBD transitions. The analysis of sensitivity in a complex level-dependent QBD model of a reliable system is an illustration of the wide range of QBD the tool may help to analyze.
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