MATHEMATICAL MODELLING OF TECHNOLOGICAL PROCESSES AND SYSTEMS
P-BOX UNCERTAINTY QUANTIFICATION OF QUEUES USING THE TAYLOR SERIES EXPANSION
Mathematical Modeling, Vol. 3 (2019), Issue 3, pg(s) 83-85
In this work, firstly we opted, for the global sensitivity analysis using the first order Sobol indices of simulated by the Monte Carlo method, to see and determine the parameters to which the stationary distribution of model GI/M/1/N with negative arrivals is sensitive. Secondly, we used the Monte Carlo method to propagate the uncertainty of the parameters of the stationary distribution of GI/M/1/N queuing model with negative arrivals, while estimating its statistics (expectation and variance).