Modeling and Optimization ofM/G/1-Type Queueing Networks: An Efficient Sensitivity Analysis Approach

A mathematical model for M/G/1-type queueing networks with multiple user applications and limited resources is established. The goal is to develop a dynamic distributed algorithm for this model, which supports all data traffic as efficiently as possible and makes optimally fair decisions about how to minimize the network performance cost. An online policy gradient optimization algorithm based on a single sample path is provided to avoid suffering from a “curse of dimensionality”. The asymptotic convergence properties of this algorithm are proved. Numerical examples provide valuable insights for bridging mathematical theory with engineering practice