Optimal load sharing in soft real-time systems using likelihood ratios

E. K.P. Chong, P. J. Ramadge

Research output: Contribution to journalArticlepeer-review

3 Scopus citations


We consider a load-sharing problem for a multiprocessor system in which jobs have real-time constraints: if the waiting time of a job exceeds a given random amount (called the laxity of the job), then the job is considered lost. To minimize the steady-state probability of loss with respect to the load-sharing parameters, we propose to use the likelihood ratio derivative estimate approach, which has recently been studied for sensitivity analysis of stochastic systems. We formulate a recursive stochastic optimization algorithm using likelihood ratio estimates to solve the optimization problem and provide a proof for almost sure convergence of the algorithm. 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 our results, we provide simulation examples.

Original languageEnglish (US)
Pages (from-to)23-48
Number of pages26
JournalJournal of Optimization Theory and Applications
Issue number1
StatePublished - Jul 1994

All Science Journal Classification (ASJC) codes

  • Control and Optimization
  • Management Science and Operations Research
  • Applied Mathematics


  • Load sharing
  • likelihood ratios
  • real-time systems
  • score function
  • stochastic approximation


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