Efficient method to approximately solve retrial systems with impatience (Q410883)

Summary: We present a novel technique to solve multiserver retrial systems with impatience. Unfortunately these systems do not posses exact analytic solutions, so it is mandatory to resort to approximative techniques. The presented technique does not rely on the numerical solution of the steady-state Kolmogorov equations of the continuous-time Markov chain as it is common for this kind of systems but it considers the system in its Markov decision process setting. This technique, known as value extrapolation, truncates the infinite state space using a polynomial extrapolation method to approach the states outside the truncated state space. A numerical evaluation is carried out to evaluate this technique and to compare its performance with previous techniques. The obtained results show that value extrapolation greatly outperforms the previous approaches in the literature not only in terms of accuracy but also in terms of computational cost.