Performance optimization of queueing systems with perturbation realization

Handle URI:
http://hdl.handle.net/10754/566012
Title:
Performance optimization of queueing systems with perturbation realization
Authors:
Xia, Li; Cao, Xiren
Abstract:
After the intensive studies of queueing theory in the past decades, many excellent results in performance analysis have been obtained, and successful examples abound. However, exploring special features of queueing systems directly in performance optimization still seems to be a territory not very well cultivated. Recent progresses of perturbation analysis (PA) and sensitivity-based optimization provide a new perspective of performance optimization of queueing systems. PA utilizes the structural information of queueing systems to efficiently extract the performance sensitivity information from a sample path of system. This paper gives a brief review of PA and performance optimization of queueing systems, focusing on a fundamental concept called perturbation realization factors, which captures the special dynamic feature of a queueing system. With the perturbation realization factors as building blocks, the performance derivative formula and performance difference formula can be obtained. With performance derivatives, gradient-based optimization can be derived, while with performance difference, policy iteration and optimality equations can be derived. These two fundamental formulas provide a foundation for performance optimization of queueing systems from a sensitivity-based point of view. We hope this survey may provide some inspirations on this promising research topic. © 2011 Elsevier B.V. All rights reserved.
KAUST Department:
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Publisher:
Elsevier BV
Journal:
European Journal of Operational Research
Issue Date:
Apr-2012
DOI:
10.1016/j.ejor.2011.07.039
Type:
Article
ISSN:
03772217
Appears in Collections:
Articles; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorXia, Lien
dc.contributor.authorCao, Xirenen
dc.date.accessioned2015-08-12T08:59:22Zen
dc.date.available2015-08-12T08:59:22Zen
dc.date.issued2012-04en
dc.identifier.issn03772217en
dc.identifier.doi10.1016/j.ejor.2011.07.039en
dc.identifier.urihttp://hdl.handle.net/10754/566012en
dc.description.abstractAfter the intensive studies of queueing theory in the past decades, many excellent results in performance analysis have been obtained, and successful examples abound. However, exploring special features of queueing systems directly in performance optimization still seems to be a territory not very well cultivated. Recent progresses of perturbation analysis (PA) and sensitivity-based optimization provide a new perspective of performance optimization of queueing systems. PA utilizes the structural information of queueing systems to efficiently extract the performance sensitivity information from a sample path of system. This paper gives a brief review of PA and performance optimization of queueing systems, focusing on a fundamental concept called perturbation realization factors, which captures the special dynamic feature of a queueing system. With the perturbation realization factors as building blocks, the performance derivative formula and performance difference formula can be obtained. With performance derivatives, gradient-based optimization can be derived, while with performance difference, policy iteration and optimality equations can be derived. These two fundamental formulas provide a foundation for performance optimization of queueing systems from a sensitivity-based point of view. We hope this survey may provide some inspirations on this promising research topic. © 2011 Elsevier B.V. All rights reserved.en
dc.publisherElsevier BVen
dc.subjectPerformance potentialen
dc.subjectPerturbation analysisen
dc.subjectPerturbation realization factorsen
dc.subjectQueueingen
dc.subjectSensitivity-based optimizationen
dc.titlePerformance optimization of queueing systems with perturbation realizationen
dc.typeArticleen
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Divisionen
dc.identifier.journalEuropean Journal of Operational Researchen
dc.contributor.institutionAntai College of Business, School of Electronic Engineering, Shanghai Jiaotong University, Chinaen
dc.contributor.institutionInstitute for Advanced Study, Hong Kong University of Science and Technology, Hong Kong, Hong Kongen
kaust.authorXia, Lien
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