Title :
Infinitesimal perturbation analysis of the M/G/1/K queue
Author :
Gong, Wei-Bo ; Glasserman, Paul
Author_Institution :
Dept. of Electr. & Comput. Eng., Massachusetts Univ., Amherst, MA, USA
Abstract :
Infinitesimal perturbation analysis (IPA) estimation algorithms are developed for an M/G/1/K queue using the equivalence relation between the M/G/1/K queue and a queue in a two-server cyclic network. The algorithm can be derived directly from an alternative representation of the sample paths of the M/G/1/K queue as a function of the decision parameters. The consistency of the algorithm is proved for the case of an M/M/1/K queue. The results can be useful in decentralized optimization of computer networks
Keywords :
perturbation techniques; queueing theory; M/G/1/K queue; computer networks; decentralized optimization; decision parameters; infinitesimal perturbation; queueing theory; two-server cyclic network; Communication networks; Computer networks; Delay; Network servers; Queueing analysis; Random variables; System performance; Throughput;
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location :
Austin, TX
DOI :
10.1109/CDC.1988.194490
