Variational Bounds and Sensitivity Analysis of TrafficProcesses in Continuous Flow Models
Discrete Event Dynamic Systems
IPA for Loss Volume and Buffer Workload in Tandem SFM Networks
WODES '02 Proceedings of the Sixth International Workshop on Discrete Event Systems (WODES'02)
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In this paper, we apply infinitesimal perturbation analysis (IPA) to packet loss and buffer workload-related performance metrics in tandem networks of two-class stochastic fluid models (SFM). We consider these performance metrics at a downstream SFM node as a function of the controlled traffic stream's threshold parameter at an upstream SFM node. The derived IPA gradient estimators are unbiased and nonparametric in the sense that they are computable directly from online measurements of real-life traffic processes as well as offline simulations, without any knowledge of underlying stochastic characteristic of the traffic and service processes. The efficiency of the derived IPA gradient estimators has been demonstrated in tandem buffers control problem by simulation.