By Topic

Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Fu, M.C. ; Coll. of Bus. Manage., Maryland Univ., College Park, MD, USA ; Hu, J.-Q.

Under a very general framework, both in terms of finite-time performance measures and system structure, the authors derive smoothed perturbation analysis (SPA) estimators and prove their unbiasedness. The commuting condition, which has been key in previous work, is not required a priori, and thus the framework includes such systems as the GI/G/1/K queue and multiclass queueing networks, which do not satisfy the commuting condition. The generality achieved is traded off against the fact that the estimator is not always easily implementable on a single sample path. The use of the commuting condition in a local sense is proposed to help simplify the estimators derived: queueing and multiclass queueing networks are used as illustrative examples. For a simple multiclass closed queueing network, some simulation results are provided. When the commuting condition is satisfied globally, the framework allows the recovery of previous results on IPA and SPA estimators as corollaries of the main theorems

Published in:

Automatic Control, IEEE Transactions on  (Volume:37 ,  Issue: 10 )