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
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