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A unified approach to infinitesimal perturbation analysis in stochastic flow models: the single-stage case
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 …
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 …
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 …
fluid queues, and applies it to a queue with flow control. Unlike previous works, we consider …