Monte Carlo summation applied to multichain queueing networks

Keith W. Ross, Jie Wang

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Abstract

    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.

    Original languageEnglish (US)
    Title of host publicationProceedings of the IEEE Conference on Decision and Control
    PublisherPubl by IEEE
    Pages483-484
    Number of pages2
    ISBN (Print)0780304500
    StatePublished - Jan 1992
    EventProceedings of the 30th IEEE Conference on Decision and Control Part 1 (of 3) - Brighton, Engl
    Duration: Dec 11 1991Dec 13 1991

    Publication series

    NameProceedings of the IEEE Conference on Decision and Control
    ISSN (Print)0191-2216

    Other

    OtherProceedings of the 30th IEEE Conference on Decision and Control Part 1 (of 3)
    CityBrighton, Engl
    Period12/11/9112/13/91

    ASJC Scopus subject areas

    • Control and Systems Engineering
    • Modeling and Simulation
    • Control and Optimization

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  • Cite this

    Ross, K. W., & Wang, J. (1992). Monte Carlo summation applied to multichain queueing networks. In Proceedings of the IEEE Conference on Decision and Control (pp. 483-484). (Proceedings of the IEEE Conference on Decision and Control). Publ by IEEE.