Perturbation analysis for stochastic fluid queueing systems

Yong Liu, Weibo Gong

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Recent study for congestion control in high speed networks indicates that the derivative information for the congestion at the common buffer for multiple sources could be useful in achieving efficient and fair allocation of the bandwidth. In this paper we present an algorithm that efficiently estimates such derivatives for multiple on-off sources. The algorithm has its root in the infinitesimal perturbation analysis (IPA) for the classical queueing systems. Although the traditional IPA algorithm does not give unbiased derivative estimates for multi-class arrivals, we are able to prove the unbiaseness in the case of multi-class on-off sources. The algorithm is simple and leads to potentially realistic implementation for router-based congestion control.

Original languageEnglish (US)
Title of host publicationProceedings of the IEEE Conference on Decision and Control
PublisherIEEE
Pages4440-4445
Number of pages6
Volume5
StatePublished - 1999
EventThe 38th IEEE Conference on Decision and Control (CDC) - Phoenix, AZ, USA
Duration: Dec 7 1999Dec 10 1999

Other

OtherThe 38th IEEE Conference on Decision and Control (CDC)
CityPhoenix, AZ, USA
Period12/7/9912/10/99

Fingerprint

Fluids
Derivatives
HIgh speed networks
Routers
Buffers
Bandwidth

ASJC Scopus subject areas

  • Chemical Health and Safety
  • Control and Systems Engineering
  • Safety, Risk, Reliability and Quality

Cite this

Liu, Y., & Gong, W. (1999). Perturbation analysis for stochastic fluid queueing systems. In Proceedings of the IEEE Conference on Decision and Control (Vol. 5, pp. 4440-4445). IEEE.

Perturbation analysis for stochastic fluid queueing systems. / Liu, Yong; Gong, Weibo.

Proceedings of the IEEE Conference on Decision and Control. Vol. 5 IEEE, 1999. p. 4440-4445.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Liu, Y & Gong, W 1999, Perturbation analysis for stochastic fluid queueing systems. in Proceedings of the IEEE Conference on Decision and Control. vol. 5, IEEE, pp. 4440-4445, The 38th IEEE Conference on Decision and Control (CDC), Phoenix, AZ, USA, 12/7/99.
Liu Y, Gong W. Perturbation analysis for stochastic fluid queueing systems. In Proceedings of the IEEE Conference on Decision and Control. Vol. 5. IEEE. 1999. p. 4440-4445
Liu, Yong ; Gong, Weibo. / Perturbation analysis for stochastic fluid queueing systems. Proceedings of the IEEE Conference on Decision and Control. Vol. 5 IEEE, 1999. pp. 4440-4445
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