FIRST-ORDER PERTURBATION ANALYSIS OF MULTI-CLASS QUEUEING NETWORKS.

Xi Ren Cao

doi:10.1109/cdc.1985.268516

FIRST-ORDER PERTURBATION ANALYSIS OF MULTI-CLASS QUEUEING NETWORKS.

Xi Ren Cao^*

^*Corresponding author for this work

Research output: Contribution to journal › Conference article published in journal › peer-review

Abstract

Perturbation analysis of multiclass queuing networks is considered. It is shown that first-order analysis is needed. Detailed discussions of an example system reveal the main features of multiclass queuing networks. An algorithm based on first-order analysis is proposed. This algorithm yields an asymptotically unbiased estimate of the sensitivity for the example system based on only one sample path. The accuracy of first-order perturbation analysis for general queuing networks is discussed.

Original language	English
Pages (from-to)	2028-2033
Number of pages	6
Journal	Proceedings of the IEEE Conference on Decision and Control
DOIs	https://doi.org/10.1109/cdc.1985.268516
Publication status	Published - 1985
Externally published	Yes

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10.1109/cdc.1985.268516

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title = "FIRST-ORDER PERTURBATION ANALYSIS OF MULTI-CLASS QUEUEING NETWORKS.",

abstract = "Perturbation analysis of multiclass queuing networks is considered. It is shown that first-order analysis is needed. Detailed discussions of an example system reveal the main features of multiclass queuing networks. An algorithm based on first-order analysis is proposed. This algorithm yields an asymptotically unbiased estimate of the sensitivity for the example system based on only one sample path. The accuracy of first-order perturbation analysis for general queuing networks is discussed.",

author = "Cao, \{Xi Ren\}",

year = "1985",

doi = "10.1109/cdc.1985.268516",

language = "English",

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journal = "Proceedings of the IEEE Conference on Decision and Control",

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PY - 1985

Y1 - 1985

N2 - Perturbation analysis of multiclass queuing networks is considered. It is shown that first-order analysis is needed. Detailed discussions of an example system reveal the main features of multiclass queuing networks. An algorithm based on first-order analysis is proposed. This algorithm yields an asymptotically unbiased estimate of the sensitivity for the example system based on only one sample path. The accuracy of first-order perturbation analysis for general queuing networks is discussed.

AB - Perturbation analysis of multiclass queuing networks is considered. It is shown that first-order analysis is needed. Detailed discussions of an example system reveal the main features of multiclass queuing networks. An algorithm based on first-order analysis is proposed. This algorithm yields an asymptotically unbiased estimate of the sensitivity for the example system based on only one sample path. The accuracy of first-order perturbation analysis for general queuing networks is discussed.

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U2 - 10.1109/cdc.1985.268516

DO - 10.1109/cdc.1985.268516

M3 - Conference article published in journal

AN - SCOPUS:0022285973

SN - 0191-2216

SP - 2028

EP - 2033

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

ER -

FIRST-ORDER PERTURBATION ANALYSIS OF MULTI-CLASS QUEUEING NETWORKS.

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