First-order perturbation analysis of a simple multi-class finite source queue
Performance Evaluation
Variational Bounds and Sensitivity Analysis of TrafficProcesses in Continuous Flow Models
Discrete Event Dynamic Systems
Perturbation Analysis for Stochastic Fluid Queueing Systems
Discrete Event Dynamic Systems
Perturbation Analysis and Optimization of a Flow Controlled Manufacturing System
WODES '02 Proceedings of the Sixth International Workshop on Discrete Event Systems (WODES'02)
Introduction to Discrete Event Systems
Introduction to Discrete Event Systems
Time-driven fluid simulation for high-speed networks
IEEE Transactions on Information Theory
Optimal Threshold Levels in Stochastic Fluid Models via Simulation-based Optimization
Discrete Event Dynamic Systems
Minimizing makespan in a multiclass fluid network with parameter uncertainty
Probability in the Engineering and Informational Sciences
Perturbation Analysis and Optimization of Multiclass Multiobjective Stochastic Flow Models
Discrete Event Dynamic Systems
Optimal scheduling of parallel queues using stochastic flow models
Discrete Event Dynamic Systems
On fluidization of discrete event models: observation and control of continuous Petri nets
Discrete Event Dynamic Systems
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We use a stochastic fluid model (SFM) to capture the operation of finite-capacity queueing systems with multiple customer classes. We derive gradient estimators for class-dependent loss and workload related performance metrics with respect to any one of several threshold parameters used for buffer control. These estimators are shown to be unbiased and directly observable from a sample path without any knowledge of underlying stochastic characteristics of the traffic processes. This renders them computable in on-line environments and easily implementable in settings such as communication networks.