Name
Abstract | ||
|---|---|---|
A stochastic fluid queueing system describes the input-output flow of a fluid in a storage device, called a buffer. The rates at which the fluid enters and leaves the buffer depend on a random environment process. The external governing process is an irreducible CTMC and the fluid from the buffer is emptied at a constant rate @m. Let X(t) denote the buffer content at time t and I(t) denote the state of the random environment at time t. In this paper we present a method for computing the mean first passage times in the {X(t),t=0} process, as well as in the bivariate {(X(t),I(t)),t=0} process. We derive a system of first-order non-homogeneous linear differential equations for the mean first passage times which can easily be solved using well-known techniques. The method developed here can be readily implemented for computational purposes. We present two examples illustrating how to find explicitly the analytical solution to a small two-state problem and how to obtain numerical solutions to a multistate problem. |
Year | DOI | Venue |
|---|---|---|
2002 | 10.1016/S0167-6377(02)00175-X | Oper. Res. Lett. |
Keywords | Field | DocType |
stochastic fluid queueing system,passage time,analytical solution,small two-state problem,random environment,multistate problem,computational purpose,random environment process,external governing process,buffer content,fluid queue,linear differential equation,fluid model,buffer,first passage time,first order,input output,analytic solution | Mathematical optimization,Linear differential equation,Queue,Flow (psychology),Queueing system,Bivariate analysis,Fluid models,Mathematics,Random environment | Journal |
Volume | Issue | ISSN |
30 | 5 | Operations Research Letters |
Citations | PageRank | References |
5 | 0.65 | 1 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Vidyadhar G. Kulkarni | 1 | 539 | 60.15 |
| Elena I. Tzenova | 2 | 6 | 1.02 |