IPA for delay threshold violation using stochastic fluid models

Abstract

In this paper we investigate the problem of delivering Quality of Service (QoS) guarantees in the context of communication networks, studied through stochastic fluid models. The paper follows the approach developed in [1], [2]. Its main contribution is that it develops Infinitesimal Perturbation Analysis (IPA) estimators of a cost function that also includes delay violation constraints, rather than the average delay that is typically investigated in [1], [2] and other similar work.

Performance Optimization of Complex Systems

“…In this project, we were able to extend this work to systems whose performance metrics include constraints on task delays (along the lines of the real-time constraint problems discussed earlier, but in a stochastic setting), rather than the traditional average delay metric. We were able to develop new gradient estimators and establish their unbiasedness in [5].…”

Optimization of Manufacturing Supply Chain with Stochastic Demand and Planned Delivery Time

“…Nowadays, IPA is essentially applied to stochastic fluid models [22]. Markou and Panayiotou [23] applied the IPA method to stochastic fluid model and determined the estimators of the performance metrics of interest with respect to the buffer size.…”