Perturbation analysis for stochastic fluid queueing systems

Yong Liu, Weibo Gong

Research output: Contribution to journalArticle

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 (Kelly, 1997; Kelly et al., 1998). In this paper we present an algorithm that 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 unbiasedness in the case of multi-class ON-OFF sources. The results in this paper may motivate a new look at the end-to-end congestion control issue.

Original languageEnglish (US)
Pages (from-to)391-416
Number of pages26
JournalDiscrete Event Dynamic Systems: Theory and Applications
Volume12
Issue number4
DOIs
StatePublished - Oct 2002

Fingerprint

Perturbation Analysis
Queueing System
Infinitesimal Perturbation Analysis
Congestion Control
Multi-class
Derivatives
Fluid
Derivative
Fluids
Unbiasedness
High-speed Networks
HIgh speed networks
Congestion
Estimate
Buffer
Bandwidth
Roots
Perturbation
Queueing system
Congestion control

Keywords

  • Congestion control
  • Network pricing
  • Perturbation analysis

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Applied Mathematics
  • Management Science and Operations Research
  • Safety, Risk, Reliability and Quality

Cite this

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

In: Discrete Event Dynamic Systems: Theory and Applications, Vol. 12, No. 4, 10.2002, p. 391-416.

Research output: Contribution to journalArticle

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