Discrete stochastic programming by infinitesimal perturbation analysis: the case of resource allocation in satellite networks with fading

This paper deals with a NP-hard resource allocation problem for a satellite network. An approach based on the estimation of the gradient of a cost function, obtained through a "relaxed continuous extension" of the discrete constraint set, is proposed. Since neither closed forms of the performance measure, nor additional feedbacks on the statistical properties of the traffic sources are requested, the proposed approach reveals to be suitable for optimizing the resource allocation in real life case studies, where the application of specific certainty equivalent assumptions is impractical