16,500 research outputs found
Congestion management in traffic-light intersections via Infinitesimal Perturbation Analysis
We present a flow-control technique in traffic-light intersections, aiming at
regulating queue lengths to given reference setpoints. The technique is based
on multivariable integrators with adaptive gains, computed at each control
cycle by assessing the IPA gradients of the plant functions. Moreover, the IPA
gradients are computable on-line despite the absence of detailed models of the
traffic flows. The technique is applied to a two-intersection system where it
exhibits robustness with respect to modeling uncertainties and computing
errors, thereby permitting us to simplify the on-line computations perhaps at
the expense of accuracy while achieving the desired tracking. We compare, by
simulation, the performance of a centralized, joint two-intersection control
with distributed control of each intersection separately, and show similar
performance of the two control schemes for a range of parameters
Approximate IPA: Trading Unbiasedness for Simplicity
When Perturbation Analysis (PA) yields unbiased sensitivity estimators for
expected-value performance functions in discrete event dynamic systems, it can
be used for performance optimization of those functions. However, when PA is
known to be unbiased, the complexity of its estimators often does not scale
with the system's size. The purpose of this paper is to suggest an alternative
approach to optimization which balances precision with computing efforts by
trading off complicated, unbiased PA estimators for simple, biased approximate
estimators. Furthermore, we provide guidelines for developing such estimators,
that are largely based on the Stochastic Flow Modeling framework. We suggest
that if the relative error (or bias) is not too large, then optimization
algorithms such as stochastic approximation converge to a (local) minimum just
like in the case where no approximation is used. We apply this approach to an
example of balancing loss with buffer-cost in a finite-buffer queue, and prove
a crucial upper bound on the relative error. This paper presents the initial
study of the proposed approach, and we believe that if the idea gains traction
then it may lead to a significant expansion of the scope of PA in optimization
of discrete event systems.Comment: 8 pages, 8 figure
Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations
The areas under workload process and under queuing process in a single server
queue over the busy period have many applications not only in queuing theory
but also in risk theory or percolation theory. We focus here on the tail
behaviour of distribution of these two integrals. We present various open
problems and conjectures, which are supported by partial results for some
special cases
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