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Author Ross, Keith W. ♦ Tsang, Danny H K ♦ Wang, Jie
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Copyright Year ©1994
Language English
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Subject Keyword Gradient estimation ♦ Product-form queuing networks ♦ Variation reduction
Abstract Although many closed multiclass queuing networks have a product-form solution, evaluating their performance measures remains nontrivial due to the presence of a normalization constant. We propose the application of Monte Carlo summation in order to determine the normalization constant, throughputs, and gradients of throughputs. A class of importance-sampling functions leads to a decomposition approach, where separate single-class problems are first solved in a setup module, and then the original problem is solved by aggregating the single-class solutions in an execution model. We also consider Monte Carlo methods for evaluating performance measures based on integral representations of the normalization constant; a theory for optimal importance sampling is developed. Computational examples are given that illustrate that the Monte Carlo methods are robust over a wide range of networks and can rapidly solve networks that cannot be handled by the techniques in the existing literature.
ISSN 00045411
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 1994-11-01
Publisher Place New York
e-ISSN 1557735X
Journal Journal of the ACM (JACM)
Volume Number 41
Issue Number 6
Page Count 26
Starting Page 1110
Ending Page 1135

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Source: ACM Digital Library