Online IPA gradient estimators in stochastic continuous fluid models

DOI10.1023/A:1020892306506MaRDI QIDQ1812063zbMATH OpenOpenAlexWikidataFDO

Authors Y. Wardi, Benjamin Melamed, Christos G. Cassandras, Christos G. Panayiotou

Publication date 18 June 2003

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1020892306506

zbMATH Keywords

infinitesimal perturbation analysisnetwork management and controlStochastic fluid models

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Management decision making, including multiple objectives (90B50) Sensitivity, stability, parametric optimization (90C31)

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Cites work

• Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues
• scientific article; zbMATH DE number 439951 (Why is no real title available?)
• scientific article; zbMATH DE number 51708 (Why is no real title available?)
• On the dynamics and performance of stochastic fluid systems
• Perturbation analysis for online control and optimization of stochastic fluid models
• Time-driven fluid simulation for high-speed networks
• Variational bounds and sensitivity analysis of traffic processes in continuous flow models

Cited in

(16)

• IPA derivatives for make-to-stock production-inventory systems with backorders under the (\(\mathbf{R,r}\)) policy
• Perturbation analysis for production control and optimization of manufacturing systems
• Infinitesimal perturbation analysis in networks of stochastic flow models: general framework and case study of tandem networks with flow control
• IPA derivatives for a discrete model of make-to-stock production-inventory systems with backorders
• IPA derivatives for Make-to-Stock production-inventory systems with backorders
• Infinitesimal perturbation analysis of a multi-stage tandem of fluid queue with additive loss feedback
• Simulation of IPA gradients in hybrid network systems
• Application of IPA to the sensitivity analysis of the leaky-bucket filter with stationary gradual input.
• A Unified View of the IPA, SF, and LR Gradient Estimation Techniques
• Perturbation analysis of stochastic fluid models with respect to the fluid arrival process
• Using infinitesimal perturbation analysis of stochastic flow models to recover performance sensitivity estimates of discrete event systems
• Performance optimization of queueing systems with perturbation realization
• IPA for continuous stochastic marked graphs
• Infinitesimal perturbation analysis of a single-stage fluid queue with loss feedback and non-responsive competing traffic
• A new paradigm for on-line management of communication networks with multiplicative feedback control
• Variational bounds and sensitivity analysis of traffic processes in continuous flow models

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