A unified approach to infinitesimal perturbation analysis in stochastic flow models: the single-stage case

Y Wardi, R Adams, B Melamed - IEEE Transactions on …, 2009 - ieeexplore.ieee.org
This paper develops an abstract framework for Infinitesimal Perturbation Analysis (IPA) in
the setting of stochastic flow models, and it applies it to several problems arising in the study …

Sensitivity analysis of loss volume in stochastic fluid systems with flow control

R Adams, Y Wardi, G Riley - 2007 46th IEEE Conference on …, 2007 - ieeexplore.ieee.org
This paper concerns infinitesimal perturbation analysis (IPA) for fluid queues with finite
buffers, where input fluid in excess of buffer capacity is turned away and considered lost. In …

IPA for fluid queue with delayed flow control

Y Wardi, G Riley - 2008 47th IEEE Conference on Decision and …, 2008 - ieeexplore.ieee.org
This paper develops a general framework for infinitesimal perturbation analysis (IPA) for
fluid queues, and applies it to a queue with flow control. Unlike previous works, we consider …