Perturbation analysis of multiclass stochastic fluid models

DOI10.1023/B:DISC.0000028198.41139.20MaRDI QIDQ702168zbMATH OpenOpenAlexWikidataFDO

Authors Gang Sun, Christos G. Panayiotou, Christos G. Cassandras

Publication date 17 January 2005

Published in Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:disc.0000028198.41139.20

zbMATH Keywords

unbiased estimatorstochastic fluid modelcommunication networksperturbation analysisqueueing systemsquality of servicemultiple customer classesgradient estimators

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Communication networks in operations research (90B18)

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Cited in

(19)

• Using infinitesimal perturbation analysis of stochastic flow models to recover performance sensitivity estimates of discrete event systems
• MINIMIZING MAKESPAN IN A MULTICLASS FLUID NETWORK WITH PARAMETER UNCERTAINTY
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• IPA derivatives for make-to-stock production-inventory systems with backorders under the (\(\mathbf{R,r}\)) policy
• Resource contention games in multiclass stochastic flow models
• Perturbation analysis for stochastic fluid queueing systems
• Perturbation analysis and optimization of multiclass multiobjective stochastic flow models
• Diagnosis of Petri Nets
• Inventory control policy for a periodic review system with expediting
• On fluidization of discrete event models: Observation and control of continuous Petri nets
• Stochastic modelling and diffusion modes for proper orthogonal decomposition models and small-scale flow analysis
• Perturbation analysis of stochastic fluid models with respect to the fluid arrival process
• Optimal scheduling of parallel queues using stochastic flow models
• A new paradigm for on-line management of communication networks with multiplicative feedback control
• Infinitesimal perturbation analysis of a multi-stage tandem of fluid queue with additive loss feedback
• Infinitesimal perturbation analysis in networks of stochastic flow models: general framework and case study of tandem networks with flow control
• Infinitesimal perturbation analysis of a single-stage fluid queue with loss feedback and non-responsive competing traffic
• Multi-stage stochastic fluid models for congestion control
• Optimal threshold levels in stochastic fluid models via simulation-based optimization

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