Mathematical Problems in Engineering
Volume 2010 (2010), Article ID 130319, 20 pages
doi:10.1155/2010/130319
Research Article

Modeling and Optimization of M/G/1-Type Queueing Networks: An Efficient Sensitivity Analysis Approach

Department of Automation, University of Science and Technology of China, Hefei, Anhui 230027, China

Received 16 May 2010; Accepted 9 July 2010

Academic Editor: Wei-Chiang Hong

Copyright © 2010 Liang Tang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

A mathematical model for M/G/1-type queueing networks with multiple user applications and limited resources is established. The goal is to develop a dynamic distributed algorithm for this model, which supports all data traffic as efficiently as possible and makes optimally fair decisions about how to minimize the network performance cost. An online policy gradient optimization algorithm based on a single sample path is provided to avoid suffering from a “curse of dimensionality”. The asymptotic convergence properties of this algorithm are proved. Numerical examples provide valuable insights for bridging mathematical theory with engineering practice.