Unbiased gradient estimation in queueing networks with parameter-dependent routing
Optimization and Control
2012-11-19 v1 Networking and Internet Architecture
Abstract
A stochastic queueing network model with parameter-dependent service times and routing mechanism, and its related performance measures are considered. An estimate of performance measure gradient is proposed, and rather general sufficient conditions for the estimate to be unbiased are given. A gradient estimation algorithm is also presented, and its validity is briefly discussed.
Cite
@article{arxiv.1211.3881,
title = {Unbiased gradient estimation in queueing networks with parameter-dependent routing},
author = {N. K. Krivulin},
journal= {arXiv preprint arXiv:1211.3881},
year = {2012}
}
Comments
International Conference on Control and Information 1995, The Institute of Mathematical Sciences, The Chinese University of Hong Kong, Hong Kong, June 5-9, 1995