Variational Bounds and Sensitivity Analysis of TrafficProcesses in Continuous Flow Models

Authors:
Y. Wardi;B. Melamed
Affiliations:
Georgia Institute of Technology, School of Electrical and Computer Engineering, Atlanta, GA 30332.;Rutgers University, Faculty of Management, Department of Management Science and Information Systems, Piscataway, NJ 08854.
Venue:
Discrete Event Dynamic Systems
Year:
2001

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Abstract

This paper is concerned withfunctional variations in processes associated with ContinuousFlow Models (CFMs). The considered CFMs are characterized (defined)by their inflow-rate process, service-rate process, and buffersize, and have associated with them various derived processessuch as the workload (buffer contents), outflow and overflowprocesses. The paper's main result is comprised of Lipchitz continuityof the mappings between the defining processes and the derivedprocesses. This result is extended from single-flow CFMs to multi-flowCFMs, where it is used to establish the unbiasedness of IPA forworkload-related and loss-related performance functions.