Perturbation Analysis of Multiclass Stochastic Fluid Models

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We use a stochastic fluid model (SFM) to capture the operation of finite-capacity queueing systems with multiple customer classes. We derive gradient estimators for class-dependent loss and workload related performance metrics with respect to any one of several threshold parameters used for buffer control. These estimators are shown to be unbiased and directly observable from a sample path without any knowledge of underlying stochastic characteristics of the traffic processes. This renders them computable in on-line environments and easily implementable in settings such as communication networks.

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