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How fast is the stochastic evaluation of expected performance and its parametric sensitivity

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Abstract

Telecommunications systems are typically modelled by queueing networks. While a crude a priori indication of the network performance can be obtained in special cases by mathematical analysis, the precise performance evaluation by off-line stochastic simulation and by on-line measurements is a central issue is systems analysis, design and operation. Off-line and especially on-line evaluation of the gradient of the expected performance with respect to the various parameters (such as arrival rate, service rate or routing probabilities) is also very important since it not only measures the sensitivity to parameter change, but is also needed for optimizing the network configuration (flow and/or capacity assignment). For resource allocation and for determining the speed with which optimization algorithms adapt to changing network conditions, it is important to know the necessary computing or measurement time for performance evaluation and its optimization, given a needed accuracy. This paper provides analytical formulas for this purpose.

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Work supported by NSERC Grant No. OGP0003907.

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Shalmon, M. How fast is the stochastic evaluation of expected performance and its parametric sensitivity. Telecommunication Systems 2, 379–397 (1993). https://doi.org/10.1007/BF02109866

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  • DOI: https://doi.org/10.1007/BF02109866

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