Ipa Gradient Estimation for Loss Measures in Continuous Flow Models
نویسنده
چکیده
This paper studies the application of Innnitesimal Perturbation Analysis (IPA) to gradient estimation of loss-related performance measures in a class of Continuous Flow Models (CFM). We observe that CFM's constitute a suitable application domain for IPA, and show that IPA estimators of loss-related performance measures can be computed by algorithms requiring modest computational resources. Furthermore, these IPA estimators are shown to be unbiased by a general technique that utilizes the basic structure of CFM's, and could possibly be extended to other performance measures. The paper treats mainly single-server CFM's, but possible extensions to CFM networks are touched upon. Applications to telecommunications, and especially to high-speed communications networks, are discussed.
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