Research focuses on the development of algorithms to determine the normalizing constant in product form multiclass and multirate circuit-switched networks using Monte Carlo summation. Further, gradients will be obtained. Efficient variance reduction techniques are to be developed and application of the Monte Carlo summation method to parametric optimization and dynamic control of stochastic networks investigated. Research should produce significant new discoveries in adaptive optimization algorithms and yield queueing network analysis tools that can be applied in a diversity of disciplines.

Agency
National Science Foundation (NSF)
Institute
Division of Civil, Mechanical, and Manufacturing Innovation (CMMI)
Application #
9000481
Program Officer
F. Hank Grant
Project Start
Project End
Budget Start
1990-08-01
Budget End
1994-07-31
Support Year
Fiscal Year
1990
Total Cost
$190,336
Indirect Cost
Name
University of Pennsylvania
Department
Type
DUNS #
City
Philadelphia
State
PA
Country
United States
Zip Code
19104