caa a22 4500 445822821 CHVBK 20180317145249.0 cr unu---uuuuu 170323e20110601xx s 000 0 eng 10.1007/s10626-011-0099-6 doi (NATIONALLICENCE)springer-10.1007/s10626-011-0099-6 Perturbation Analysis and Optimization of Multiclass Multiobjective Stochastic Flow Models [Elektronische Daten] [Chen Yao, Christos Cassandras] Stochastic Flow Models (SFMs) are stochastic hybrid systems that abstract the dynamics of many complex discrete event systems and provide the basis for their control and optimization. SFMs have been used to date to study systems with a single user class or some multiclass settings in which performance metrics are not class-dependent. In this paper, we develop a SFM framework for multiple classes and class-dependent performance objectives, where competing classes employ threshold control policies and service is provided on a First Come First Serve (FCFS) basis. In this framework, we analyze new phenomena that result from the interaction of the different classes and give rise to a new class of "induced” events that capture delays in the SFM dynamics. We derive Infinitesimal Perturbation Analysis (IPA) estimators for derivatives of various class-dependent objectives, and use them as the basis for on-line optimization algorithms that apply to the underlying discrete event system (not the SFM). This allows us to contrast system-centric and user-centric objectives, thus putting the resource contention problem in a game framework. The unbiasedness of IPA estimators is established and numerical results are provided to illustrate the effectiveness of our method for the case where there are no constraints on the controllable thresholds and to demonstrate the gap between the results of system-centric optimization and user-centric optimization. Springer Science+Business Media, LLC, 2011 Stochastic Flow Model nationallicence Perturbation analysis nationallicence Stochastic hybrid system nationallicence Discrete event system nationallicence Yao Chen Division of Systems Engineering and Center for Information and Systems Engineering, Boston University, 02446, Brookline, MA, USA aut Cassandras Christos Division of Systems Engineering and Center for Information and Systems Engineering, Boston University, 02446, Brookline, MA, USA aut Discrete Event Dynamic Systems Springer US; http://www.springer-ny.com 21/2(2011-06-01), 219-256 0924-6703 21:2<219 2011 21 10626 https://doi.org/10.1007/s10626-011-0099-6 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s10626-011-0099-6 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Yao Chen Division of Systems Engineering and Center for Information and Systems Engineering, Boston University, 02446, Brookline, MA, USA aut NATIONALLICENCE 700 1- Cassandras Christos Division of Systems Engineering and Center for Information and Systems Engineering, Boston University, 02446, Brookline, MA, USA aut NATIONALLICENCE 773 0- Discrete Event Dynamic Systems Springer US; http://www.springer-ny.com 21/2(2011-06-01), 219-256 0924-6703 21:2<219 2011 21 10626 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer