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Perturbation analysis of a multiclass queueing system with admission control

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3 Author(s)
W. -B. Gong ; Dept. of Electr. & Comput. Eng., Massachusetts Univ., Amherst, MA, USA ; C. G. Cassandras ; J. Pan

A service facility with multiple customer classes is considered. Each class forms an independent Poisson arrival process with admission controlled by a threshold parameter and is characterized by a general service time distribution. Gradient estimators are derived for performance measures of the system (mean system time, throughput, blocking probabilities) using perturbation analysis techniques. The approach is based on exploiting alternative sample path representations of generalized semi-Markov process models of the system, such that the resulting sample functions are continuous with respect to parameters of interest. The unbiasedness of the estimators is proved. Simulation examples are included to illustrate their properties

Published in:

IEEE Transactions on Automatic Control  (Volume:36 ,  Issue: 6 )