Infinitesimal perturbation analysis in networks of stochastic flow models: general framework and case study of tandem networks with flow control

DOI10.1007/s10626-009-0076-5zbMath1197.93112OpenAlexW2054166384MaRDI QIDQ1959122

George F. Riley, Yoraï Wardi

Publication date: 6 October 2010

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10626-009-0076-5

zbMATH Keywords

infinitesimal perturbation analysisstochastic hybrid systemsfluid-flow queueing networks

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (5)

Matrix-analytic methods for the analysis of stochastic fluid-fluid models ⋮ The stochastic fluid-fluid model: a stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself ⋮ Perturbation analysis and optimization of stochastic hybrid systems ⋮ Infinitesimal perturbation analysis of a multi-stage tandem of fluid queue with additive loss feedback ⋮ Infinitesimal perturbation analysis of a single-stage fluid queue with loss feedback and non-responsive competing traffic

Uses Software

• UMDES

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Perturbation analysis of multiclass stochastic fluid models
• Infinitesimal perturbation analysis and optimization for make-to-stock manufacturing systems based on stochastic fluid models
• Online IPA gradient estimators in stochastic continuous fluid models
• Optimal control of a class of hybrid systems
• A Unified Approach to Infinitesimal Perturbation Analysis in Stochastic Flow Models: The Single-Stage Case
• Perturbation analysis for online control and optimization of stochastic fluid models
• Perturbation Analysis of Feedback-Controlled Stochastic Flow Systems
• Perturbation Analysis and Optimization of Stochastic Flow Networks
• IPA Derivatives for Make-to-Stock Production-Inventory Systems With Lost Sales

This page was built for publication: Infinitesimal perturbation analysis in networks of stochastic flow models: general framework and case study of tandem networks with flow control