Perturbation Analysis for Stochastic Fluid Queueing Systems

Authors:
Yong Liu;Weibo Gong
Affiliations:
Department of Electrical and Computer Engineering, University of Massachusetts, Amherst yonliu@ecs.umass.edu;Department of Electrical and Computer Engineering, University of Massachusetts, Amherst gong@ecs.umass.edu
Venue:
Discrete Event Dynamic Systems
Year:
2002

Citing 4
Cited 4

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The busy period in the fluid queue

SIGMETRICS '98/PERFORMANCE '98 Proceedings of the 1998 ACM SIGMETRICS joint international conference on Measurement and modeling of computer systems
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Automatica (Journal of IFAC)

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Optimal Threshold Levels in Stochastic Fluid Models via Simulation-based Optimization

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A fluid queue modulated by two independent birth-death processes

Computers & Mathematics with Applications
On fluidization of discrete event models: observation and control of continuous Petri nets

Discrete Event Dynamic Systems

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Abstract

Recent study for congestion control in high speed networks indicates that the derivative information for the congestion at the common buffer for multiple sources could be useful in achieving efficient and fair allocation of the bandwidth (Kelly, 1997; Kelly et al., 1998). In this paper we present an algorithm that estimates such derivatives for multiple on-off sources. The algorithm has its root in the infinitesimal perturbation analysis (IPA) for the classical queueing systems. Although the traditional IPA algorithm does not give unbiased derivative estimates for multi-class arrivals, we are able to prove the unbiasedness in the case of multi-class ON-OFF sources. The results in this paper may motivate a new look at the end-to-end congestion control issue.