QBD Sensitivity Analysis Tool Using Discrete-Event Simulation and Extension of SMCSolver
The authors propose a tool that provides both analytical and simulation based performance analysis of both homogeneous and inhomogeneous Quasi-Birth-and-Death (QBD) processes. They extend SMCSolvers in order to study inhomogeneous case and to analyze first passage times. Simulations are performed on a discrete-event based approach. They 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.