Infinitesimal perturbation analysis of the M/G/1/K queue
- 6 January 2003
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
Infinitesimal perturbation analysis (IPA) estimation algorithms are developed for an M/G/1/K queue using the equivalence relation between the M/G/1/K queue and a queue in a two-server cyclic network. The algorithm can be derived directly from an alternative representation of the sample paths of the M/G/1/K queue as a function of the decision parameters. The consistency of the algorithm is proved for the case of an M/M/1/K queue. The results can be useful in decentralized optimization of computer networks.Keywords
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