TY - GEN

T1 - Monte Carlo summation applied to multichain queueing networks

AU - Ross, Keith W.

AU - Wang, Jie

PY - 1992/1

Y1 - 1992/1

N2 - Although many closed multichain queuing networks give rise to a product-form solution for their equilibrium probabilities, evaluating performance measures remains nontrivial due to the presence of a normalization constant. The authors propose the application of Monte Carlo summation in order to determine the normalization constant, throughputs, and gradients of throughputs. The rough idea is to randomly sample the product-form solution over the state space and then average to obtain a consistent estimate. The Monte Carlo summation method has computational requirements that grow polynomially in the problem size, in some cases linearly, and can be adapted to arbitrary product-form networks.

AB - Although many closed multichain queuing networks give rise to a product-form solution for their equilibrium probabilities, evaluating performance measures remains nontrivial due to the presence of a normalization constant. The authors propose the application of Monte Carlo summation in order to determine the normalization constant, throughputs, and gradients of throughputs. The rough idea is to randomly sample the product-form solution over the state space and then average to obtain a consistent estimate. The Monte Carlo summation method has computational requirements that grow polynomially in the problem size, in some cases linearly, and can be adapted to arbitrary product-form networks.

UR - http://www.scopus.com/inward/record.url?scp=0026618524&partnerID=8YFLogxK

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M3 - Conference contribution

AN - SCOPUS:0026618524

SN - 0780304500

T3 - Proceedings of the IEEE Conference on Decision and Control

SP - 483

EP - 484

BT - Proceedings of the IEEE Conference on Decision and Control

PB - Publ by IEEE

T2 - Proceedings of the 30th IEEE Conference on Decision and Control Part 1 (of 3)

Y2 - 11 December 1991 through 13 December 1991

ER -