Simulation completed with perturbation analysis provides a new approach for the optimal control of queuing network type systems. The objective of this paper is to calculate the sensitivity range of finite zero-order perturbation, that is, to determine the maximum and minimum size of perturbation within which zero-order propagation rules can be applied. By the introduction of the concept of virtual queue and first and second level no-input and full-output matrices, an algorithm is provided which can solve this task efficiently in transfer lines and in relatively small general networks when short simulation run is required and the sensitivity of the individual sample path is in question. The implementation of the algorithm with the help of co...
The authors develop a two-timescale simultaneous perturbation stochastic approximation algorithm for...
http://deepblue.lib.umich.edu/bitstream/2027.42/4891/5/bac2211.0001.001.pdfhttp://deepblue.lib.umich...
This paper establishes new criteria for stability and for instability of multiclass network models u...
Simulation completed with perturbation analysis provides a new approach for the optimal control of q...
We consider queueing networks for which the performance measureJ ( ) depends on a parameter , which ...
Abstract—We provide algorithms to compute the performance derivatives of Markov chains with respect ...
This thesis analyzes an example of a resource allocating fluid queuing system. Fluid queuing models ...
We propose a method for the control of multi-class queueing networks over a finite time horizon. We ...
Although having a multitude of practical applications, the control of large queueing networks is a n...
The control of large queueing networks is a notoriously difficult problem. Recently, an interesting ...
We propose a method for the control of multi-class queueing networks over a finite time horizon. We ...
Most of the real queuing systems include special properties and constraints, which can not be analyz...
We propose a method for the control of multi-class queueing networks over a finite time hori-zon. We...
We propose certain discrete parameter variants of well known simulation optimization algorithms. Two...
This paper extends previous work of Ball et al. [BDKY] to control of a model of a simple queueing se...
The authors develop a two-timescale simultaneous perturbation stochastic approximation algorithm for...
http://deepblue.lib.umich.edu/bitstream/2027.42/4891/5/bac2211.0001.001.pdfhttp://deepblue.lib.umich...
This paper establishes new criteria for stability and for instability of multiclass network models u...
Simulation completed with perturbation analysis provides a new approach for the optimal control of q...
We consider queueing networks for which the performance measureJ ( ) depends on a parameter , which ...
Abstract—We provide algorithms to compute the performance derivatives of Markov chains with respect ...
This thesis analyzes an example of a resource allocating fluid queuing system. Fluid queuing models ...
We propose a method for the control of multi-class queueing networks over a finite time horizon. We ...
Although having a multitude of practical applications, the control of large queueing networks is a n...
The control of large queueing networks is a notoriously difficult problem. Recently, an interesting ...
We propose a method for the control of multi-class queueing networks over a finite time horizon. We ...
Most of the real queuing systems include special properties and constraints, which can not be analyz...
We propose a method for the control of multi-class queueing networks over a finite time hori-zon. We...
We propose certain discrete parameter variants of well known simulation optimization algorithms. Two...
This paper extends previous work of Ball et al. [BDKY] to control of a model of a simple queueing se...
The authors develop a two-timescale simultaneous perturbation stochastic approximation algorithm for...
http://deepblue.lib.umich.edu/bitstream/2027.42/4891/5/bac2211.0001.001.pdfhttp://deepblue.lib.umich...
This paper establishes new criteria for stability and for instability of multiclass network models u...