The effect of model uncertainty on some optimal routing problemsThe effect of model uncertainties on optimal routing in a system of parallel queues is examined. The uncertainty arises in modeling the service time distribution for the customers (jobs, packets) to be served. For a Poisson arrival process and Bernoulli routing, the optimal mean system delay generally depends on the variance of this distribution. However, as the input traffic load approaches the system capacity the optimal routing assignment and corresponding mean system delay are shown to converge to a variance-invariant point. The implications of these results are examined in the context of gradient-based routing algorithms. An example of a model-independent algorithm using online gradient estimation is also included.
Document ID
19930029131
Acquisition Source
Legacy CDMS
Document Type
Conference Paper
Authors
Mohanty, Bibhu (NASA Ames Research Center Moffett Field, CA, United States)
Cassandras, Christos G. (Massachusetts Univ. Amherst, United States)
Date Acquired
August 15, 2013
Publication Date
January 1, 1991
Publication Information
Publication: In: IEEE Conference on Decision and Control, 30th, Brighton, United Kingdom, Dec. 11-13, 1991, Proceedings. Vol. 3 (A93-13001 02-63)
Publisher: Institute of Electrical and Electronics Engineers, Inc.