{"title":"A new class of gradient estimators for queueing systems with real-time constraints","authors":"W. Gong, C. Cassandras, M. Kallmes, Y. Wardi","doi":"10.1109/CDC.1990.203719","DOIUrl":null,"url":null,"abstract":"Queuing systems are considered where the waiting or sojourn times of customers are constrained by specified deadlines. A performance measure of interest in these systems is the probability that a customer exceeds its assigned deadline. A new class of gradient estimators is presented for such performance measures with respect to various system parameters. The approach is applicable to a general class of problems and is based on efficiently capturing sensitivity information for probabilities of event occurrences from observed sample paths.<<ETX>>","PeriodicalId":287089,"journal":{"name":"29th IEEE Conference on Decision and Control","volume":"105 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1990-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"29th IEEE Conference on Decision and Control","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1990.203719","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 5
Abstract
Queuing systems are considered where the waiting or sojourn times of customers are constrained by specified deadlines. A performance measure of interest in these systems is the probability that a customer exceeds its assigned deadline. A new class of gradient estimators is presented for such performance measures with respect to various system parameters. The approach is applicable to a general class of problems and is based on efficiently capturing sensitivity information for probabilities of event occurrences from observed sample paths.<>