Perturbation Analysis for Stochastic Fluid Queueing Systems

13 years 7 months ago
Perturbation Analysis for Stochastic Fluid Queueing Systems
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, 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.
Yong Liu, Weibo Gong
Added 18 Dec 2010
Updated 18 Dec 2010
Type Journal
Year 2002
Where DEDS
Authors Yong Liu, Weibo Gong
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