|Author||Ross, Keith W. ♦ Tsang, Danny H K ♦ Wang, Jie|
|Source||ACM Digital Library|
|Publisher||Association for Computing Machinery (ACM)|
|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.|
|Age Range||18 to 22 years ♦ above 22 year|
|Education Level||UG and PG|
|Learning Resource Type||Article|
|Publisher Place||New York|
|Journal||Journal of the ACM (JACM)|
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