Abstract
The likelihood ratio method is studied as a possible approach for sensitivity analysis of discrete event systems. A load sharing problem is considered for a multi-queue system in which customers have soft real-time constraints--if the waiting time of a customer exceeds a given random amount (called the laxity of the customer), then the customer is considered lost. A recursive optimization algorithm is formulated using likelihood ratio estimates to minimize the steady-state probability of loss with respect to the load sharing parameters, and almost sure convergence of the algorithm is proved. The algorithm can be used for on-line optimization of the real-time system, and does not require a priori knowledge of the arrival rate of customers to the system or the service time and laxity distributions. To illustrate the results, simulation examples are presented.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 652-657 |
| Number of pages | 6 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 2 |
| State | Published - 1990 |
| Event | Proceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6) - Honolulu, HI, USA Duration: Dec 5 1990 → Dec 7 1990 |
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization