Infinitesimal perturbation analysis for a single stochastic fluid model node with a class of feedback controlled traffic

We adopt the stochastic fluid modeling framework for management and control of communication networks and attempt to explicitly model feedback controlled sources. Specifically, the inflow process consists of a feedback controlled source which is modelled as a hybrid automaton (it has both, time-driven as well as event-driven dynamics). This paper derives infinitesimal perturbation analysis (IPA) derivative estimators for the buffer occupancy and throughput with respect to a node parameter (i.e., the buffer size). As also shown in earlier work [C.G. Cassandras et al., 2002], [C. Cassandras et al., 2003], [G. Sun et al., 2004], such estimators are used together with stochastic approximation techniques to dynamically determine the optimal operating point.