Perturbation analysis for stochastic fluid queueing systems

Recent study for congestion control in high speed networks indicates that the derivative information for the congestion at the common buffer for multiple sources could be useful in achieving efficient and fair allocation of the bandwidth. In this paper we present an algorithm that efficiently estimates such derivatives for multiple on-off sources. The algorithm has its root in the infinitesimal perturbation analysis (IPA) for the classical queueing systems. Although the traditional IPA algorithm does not give unbiased derivative estimates for multi-class arrivals, we are able to prove the unbiaseness in the case of multi-class on-off sources. The algorithm is simple and leads to potentially realistic implementation for router-based congestion control