A new class of gradient estimators for queueing systems with real-time constraints

W. Gong, C. Cassandras, M. Kallmes, Y. Wardi
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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.<>
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一类新的具有实时约束的排队系统梯度估计
排队系统被认为是顾客的等待或逗留时间受到指定期限的限制。在这些系统中,感兴趣的性能度量是客户超过指定截止日期的概率。提出了一类新的梯度估计,用于对不同系统参数的性能度量。该方法适用于一般类型的问题,并且基于从观察到的样本路径中有效捕获事件发生概率的灵敏度信息。
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