Analysis and Optimization of Product Form Stochastic Networks

研究的重点是开发算法，以确定 多类多速率乘积形式的归一化常数 电路交换网络使用蒙特卡罗求和。 此外，本发明还 将获得梯度。 有效方差缩减 技术的发展和应用的蒙特卡罗 参数优化与动态控制求和法 随机网络研究。 研究应该在适应性方面产生重大的新发现 最优化算法和产量递减网络分析工具 可以应用于多种学科。

Research focuses on the development of algorithms to determine the normalizing constant in product form multiclass and multirate circuit-switched networks using Monte Carlo summation. Further, gradients will be obtained. Efficient variance reduction techniques are to be developed and application of the Monte Carlo summation method to parametric optimization and dynamic control of stochastic networks investigated. Research should produce significant new discoveries in adaptive optimization algorithms and yield queueing network analysis tools that can be applied in a diversity of disciplines.