Title
On Markovian Multi-Class, Multi-Server Queueing
Abstract
Multi-class multi-server queueing problems are a generalisation of the well-known M/M/k queue to arrival processes with clients of N types that require exponentially distributed service with different average service times. In this paper, we give a procedure to construct exact solutions of the stationary state equations using the special structure of these equations. Essential in this procedure is the reduction of a part of the problem to a backward second order difference equation with constant coefficients. It follows that the exact solution can be found by eigenmode decomposition. In general eigenmodes do not have a simple product structure as one might expect intuitively. Further, using the exact solution, all kinds of interesting performance measures can be computed and compared with heuristic approximations (insofar available in the literature). We provide some new approximations based on special multiplicative eigenmodes, including the dominant mode in the heavy traffic limit. We illustrate our methods with numerical results. It turns out that our approximation method is better for higher moments than some other approximations known in the literature. Moreover, we demonstrate that our theory is useful to applications where correlation between items plays a role, such as spare parts management.
Year
DOI
Venue
2003
10.1023/A:1023209813523
Queueing Syst.
Keywords
Field
DocType
queueing,several types of clients,performance analysis,Markov chains,steady state analysis
Differential equation,Heuristic,Mathematical optimization,Markov process,Multiplicative function,Queue,Constant coefficients,Queueing theory,Exponential distribution,Mathematics
Journal
Volume
Issue
ISSN
43
4
1572-9443
Citations 
PageRank 
References 
9
1.00
3
Authors
2
Name
Order
Citations
PageRank
A van Harten1425.60
Andrei Sleptchenko28310.64