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First-order perturbation analysis of multi-class queueing networks

Perturbation analysis of multi-class queueing networks is considered. It is shown that first-order analysis is needed. Detailed discussions on an example system reveal the main features of multi-class queueing networks. An algorithm based on first-order analysis is proposed. This algorithm yields an asymptotically unbiased estimate of the sensitivity for the example system based on only one sample path of the system. The accuracy of first-order perturbation analysis for general queueing networks is also discussed.