Abstract
Two estimation and updating schemes are proposed which use infinitesimal perturbation analysis based derivative estimates for the recursive optimization of queues. With the aid of extensions of convergence theorems from stochastic approximation, the convergence of the two proposed algorithms, when applied to an M/G/1 queue and to a multiqueue system, is proved. Also presented are simulation results illustrating theorems for the case of an M/M/1 queue and a three-queue system.
Original language | English (US) |
---|---|
Pages (from-to) | 1022-1027 |
Number of pages | 6 |
Journal | Proceedings of the American Control Conference |
DOIs | |
State | Published - 1990 |
Event | Proceedings of the 1990 American Control Conference - San Diego, CA, USA Duration: May 23 1990 → May 25 1990 |
All Science Journal Classification (ASJC) codes
- Electrical and Electronic Engineering