A Unified Approach to Infinitesimal Perturbation Analysis in Stochastic Flow Models: The Single-Stage Case
A Unified Approach to Infinitesimal Perturbation Analysis in Stochastic Flow Models: The Single-Stage Case
复制标题
随机流模型中无穷小扰动分析的统一方法：单阶段情况
DOI：
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发表时间：
2010
影响因子：
6.8
通讯作者：
B. Melamed
中科院分区：
文献类型：
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作者：
Y. Wardi;R. Adams;B. Melamed
本文提出了一个在随机流模型下的无穷小扰动分析（IPA）的抽象框架，并将其应用于单服务台流体流队列中流控制研究中出现的几个问题。该框架是基于切换模式的混合系统范式，特别是其离散事件动态和连续时间动态之间的相互作用。它是相当普遍的，并且迄今为止获得的单服务器队列上IPA的大多数公式都可以作为简单的推论从它导出。额外的新的结果可以得出，以及，并证明了它考虑一个队列的损失率为基础的流量控制。该文件的主要贡献在于拟议的框架及其明显的广泛范围。其可能的扩展到一般类的流体流的嵌入网络似乎是可能的，并将指出作为未来的研究方向。
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.