Fixed Point Methods for Loss Networks

Mark Bebbington, Phil Pollett and Ilze Ziedins

Abstract: This paper is concerned with the performance evaluation of loss networks. For the simplest networks, there are explicit analytical formulae for the important measures of performance, but for networks which involve some level of dynamic control, such as routing schemes which make use of spare capacity, exact analytical methods have had only limited success. Under several regimes, the Erlang Fixed Point (EFP) method provides a good approximation for the blocking probabilities, but when these regimes are not operative, the method can perform badly because the key assumption of independent blocking may not hold. We shall describe several fixed point methods, including ones which specifically account for the dependencies between neighbouring links; these approximate the blocking probabilities with errors typically 10^{-5} of that found using the EFP approximation. We shall also indicate how these methods extend to cases where admission controls, such as trunk reservation, are used.

Acknowledgement: This worked was funded by the Australian Research Council.

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Last modified: 28th January 1998