Title :
Monte Carlo summation applied to multichain queueing networks
Author :
Ross, Keith W. ; Wang, Jie
Author_Institution :
Dept. of Syst., Pennsylvania Univ., Philadelphia, PA, USA
Abstract :
Although many closed multichain queuing networks give rise to a product-form solution for their equilibrium probabilities, evaluating performance measures remains nontrivial due to the presence of a normalization constant. The authors propose the application of Monte Carlo summation in order to determine the normalization constant, throughputs, and gradients of throughputs. The rough idea is to randomly sample the product-form solution over the state space and then average to obtain a consistent estimate. The Monte Carlo summation method has computational requirements that grow polynomially in the problem size, in some cases linearly, and can be adapted to arbitrary product-form networks
Keywords :
Monte Carlo methods; queueing theory; state-space methods; Monte Carlo summation; multichain queueing networks; normalization constant; product-form solution; queueing theory; state space; Computer networks; Equations; Monte Carlo methods; Multidimensional systems; Network servers; Polynomials; Routing; State estimation; State-space methods; Stochastic processes; Throughput; Traffic control;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261349