• DocumentCode
    799418
  • Title

    Perturbation analysis for online control and optimization of stochastic fluid models

  • Author

    Cassandras, Christos G. ; Wardi, Yorai ; Melamed, Benjamin ; Sun, Gang ; Panayiotou, Christos G.

  • Author_Institution
    Dept. of Manuf. Eng., Boston Univ., Brookline, MA, USA
  • Volume
    47
  • Issue
    8
  • fYear
    2002
  • fDate
    8/1/2002 12:00:00 AM
  • Firstpage
    1234
  • Lastpage
    1248
  • Abstract
    Uses stochastic fluid models (SFMs) for control and optimization (rather than performance analysis) of communication networks, focusing on problems of buffer control. We derive gradient estimators for packet loss and workload related performance metrics with respect to threshold parameters. These estimators are shown to be unbiased and directly observable from a sample path without any knowledge of underlying stochastic characteristics, including traffic and processing rates (i.e., they are nonparametric). This renders them computable in online environments and easily implementable for network management and control. We further demonstrate their use in buffer control problems where our SFM-based estimators are evaluated based on data from an actual system.
  • Keywords
    discrete event systems; finite difference methods; optimisation; queueing theory; stochastic processes; telecommunication control; telecommunication network management; buffer control; communication networks; gradient estimators; network control; network management; online control; optimization; packet loss; perturbation analysis; stochastic fluid models; threshold parameters; workload related performance metrics; Communication networks; Communication system control; Communication system traffic control; Computer network management; Computer networks; Environmental management; Measurement; Parameter estimation; Performance analysis; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.2002.800739
  • Filename
    1024335