NDLI: A Unified Approach to Infinitesimal Perturbation Analysis in Stochastic Flow Models: The Single-Stage Case

Content Provider	IEEE Xplore Digital Library
Author	Wardi, Y. Adams, R. Melamed, B.
Copyright Year	1963
Abstract	This paper develops an abstract framework for Infinitesimal Perturbation Analysis (IPA) in the setting of stochastic flow models, and it applies it to several problems arising in the study of flow control in single-server fluid-flow queues. The framework is based on a switched-mode hybrid-system paradigm, and especially on the interplay between its discrete-event dynamics and continuous-time dynamics. It is quite general, and most of the formulas obtained to-date for IPA on single-server queues can be derived from it as simple corollaries. Additional new results can be derived as well, and the paper demonstrates it by considering a queue with loss-rate-based flow control. The main contribution of the paper is in the proposed framework and its apparent broad scope. Its possible extension to a general class of fluid-flow queueing networks appears likely, and will be pointed out as a direction for future research.
Sponsorship	IEEE Control Systems Society
Starting Page	89
Ending Page	103
Page Count	15
File Size	664610
File Format	PDF
ISSN	00189286
Volume Number	55
Issue Number	1
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2010-01-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Stochastic processes Queueing analysis Computer networks Fluid flow control Fluid dynamics Telecommunication traffic Traffic control Stochastic systems Yield estimation Routing stochastic hybrid systems Fluid-flow queues infinitesimal perturbation analysis (IPA)
Content Type	Text
Resource Type	Article
Subject	Control and Systems Engineering Electrical and Electronic Engineering Computer Science Applications

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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