Submitted to INFORMS Journal on Computing manuscript (Please, provide the manuscript number!) Authors are encouraged to submit new papers to INFORMS journals by means of a style file template, which includes the journal title. However, use of a template does not certify that the paper has been accepted for publication in the named jour- nal. INFORMS journal templates are for the exclusive purpose of submitting to an INFORMS journal and should not be used to distribute the papers in print or online or to submit the papers to another publication. A Robust Queueing Network Analyzer Based on Indices of Dispersion Ward Whitt Department of Industrial Engineering and Operations Research, Columbia University,
[email protected], Wei You Department of Industrial Engineering and Operations Research, Columbia University,
[email protected], We develop a robust queueing network analyzer (RQNA) algorithm to approximate the steady-state per- formance of a single-class open queueing network of single-server queues with Markovian routing, allowing non-renewal external arrival processes and non-exponential service-time distributions. Each flow is partially characterized by its rate and index of dispersion for counts (IDC, i.e., scaled variance-time function). A robust queueing approximation is used to approximate the mean steady-state number of customers and workload (remaining service time) at each queue, given the rate and IDC of the arrival process and the first two moments of the service time. The RQNA algorithm includes subroutines to calculate or estimate the IDC for each external flow, subroutines to solve systems of linear equations to calculate the rates and approximate the IDC's of the internal flows and a feedback elimination procedure.