{"title":"一类新的具有实时约束的排队系统梯度估计","authors":"W. Gong, C. Cassandras, M. Kallmes, Y. Wardi","doi":"10.1109/CDC.1990.203719","DOIUrl":null,"url":null,"abstract":"Queuing systems are considered where the waiting or sojourn times of customers are constrained by specified deadlines. A performance measure of interest in these systems is the probability that a customer exceeds its assigned deadline. A new class of gradient estimators is presented for such performance measures with respect to various system parameters. The approach is applicable to a general class of problems and is based on efficiently capturing sensitivity information for probabilities of event occurrences from observed sample paths.<<ETX>>","PeriodicalId":287089,"journal":{"name":"29th IEEE Conference on Decision and Control","volume":"105 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1990-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":"{\"title\":\"A new class of gradient estimators for queueing systems with real-time constraints\",\"authors\":\"W. Gong, C. Cassandras, M. Kallmes, Y. Wardi\",\"doi\":\"10.1109/CDC.1990.203719\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Queuing systems are considered where the waiting or sojourn times of customers are constrained by specified deadlines. A performance measure of interest in these systems is the probability that a customer exceeds its assigned deadline. A new class of gradient estimators is presented for such performance measures with respect to various system parameters. The approach is applicable to a general class of problems and is based on efficiently capturing sensitivity information for probabilities of event occurrences from observed sample paths.<<ETX>>\",\"PeriodicalId\":287089,\"journal\":{\"name\":\"29th IEEE Conference on Decision and Control\",\"volume\":\"105 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1990-12-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"5\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"29th IEEE Conference on Decision and Control\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/CDC.1990.203719\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"29th IEEE Conference on Decision and Control","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1990.203719","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A new class of gradient estimators for queueing systems with real-time constraints
Queuing systems are considered where the waiting or sojourn times of customers are constrained by specified deadlines. A performance measure of interest in these systems is the probability that a customer exceeds its assigned deadline. A new class of gradient estimators is presented for such performance measures with respect to various system parameters. The approach is applicable to a general class of problems and is based on efficiently capturing sensitivity information for probabilities of event occurrences from observed sample paths.<>