Iterative methods for queuing and manufacturing systems
classical iterative methodsconjugate gradient methodconvergence ratehedging point production policyinventory modeliterative methodslarge number of statesMarkov modulated Poisson processMarkovian queueing and manufacturing systemspreconditionerssteady-state probabilitiesunreliable systems
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Queueing theory (aspects of probability theory) (60K25) Orthogonalization in numerical linear algebra (65F25) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Queues and service in operations research (90B22)
The aim of the book is to present recent developments of iterative methods for obtaining the steady-state distribution of Markovian queueing and manufacturing systems with a large number of states. Classical iterative methods (e.g. Gauss-Seidel, Jacobi) are often very slow and their convergence rates increase linearly with respect to the number of states. Conjugate gradient type methods with the so-called preconditioners (some matrices) (PCG methods) are applied to accelerate the convergence rate. Apart from computation methods, some Markovian inventory models are considered, too. The book contains nine chapters (with exercises). Chapter 1 (``Introduction and overview) gives an introduction to Markov chains, simple queueing and manufacturing systems and iterative methods. In Chapter 2 (``Toeplitz-circulant preconditioners for queueing systems with batch arrivals), the PCG method is used to find the steady-state distribution for a queueing system with batch arrivals. At that, the structure of generator matrix is applied to construct the Toeplitz-circulant preconditioner. Numerical examples show the fast convergence. In Chapter 3 (``Circulant-based preconditioners for queueing systems with Markov-modulated Poisson process inputs), a queueing system with Markov-modulated Poisson process inputs (MMPP) is discussed. The PCG method is applied, where preconditioners are based on the circulant approximation of the tensor blocks of the generator matrix. In Chapter 4 (``Application of MMPP to manufacturing systems of multiple unreliable machines), these results are applied to manufacturing systems with multiple unreliable machines and MMPP. The hedging point production (HPP) policy is employed as the production control and the optimal HPP point is obtained. The optimal HPP policy for a failure prone one-machine manufacturing system is studied in Chapter 5 (``Manufacturing systems with batch arrivals), where also the PCG method is used to solve steady-state distribution. In Chapter 6 (``Flexible manufacturing systems of unreliable machines), a Markovain model of unreliable flexible manufacturing systems with HHP policy as the production control is considered. A circulant-based preconditioner is applied to solve the model. It is shown that system performance (for instance, average running cost, system throughput, utilization rate) can be written in terms of limit distribution. In Chapter 7 (``Manufacturing systems of two machines in tandem), similar analysis is applied to solve a two-stage manufacturing system under HPP policy. In Chapter 8 (``Manufacturing system with delivery time guarantee), an analytical model for a manufacturing system under delivery time guarantee policy is discussed. In the final Chapter 9 (``Multi-location and two-echelon inventory systems), inventory system of multi-location with MMPP and two-echelon inventory system are considered. The book ``is aimed to students, professionals, practitioners, and reseachers in applied mathematics, scientific computing, and operational research (from the author's preface).
- Circulant Preconditioners for Markov-Modulated Poisson Processes and Their Applications to Manufacturing Systems
- scientific article; zbMATH DE number 1990855
- scientific article; zbMATH DE number 2103887
- Iterative methods for manufacturing systems of two stations in tandem
- Iterative methods for flexible manufacturing systems
- Iterative methods for overflow queueing models. I
- Iterative methods for overflow queuing models. II
- Iterative solution methods for obtaining the steady-state probability distributions of Markovian multi-echelon repairable item inventory systems
- Circulant preconditioners for failure prone manufacturing systems
- Iterative methods for flexible manufacturing systems
- Iterative methods for queuing systems with batch arrivals and negative customers
- A note on the stability of Toeplitz matrix inversion formulas.
- Recursive self preconditioning method based on Schur complement for Toeplitz matrices
- New uniqueness conditions for the stationary probability matrix of transition probability tensors
- Robust Schur complement preconditioner for block-Toeplitz system and its application in image restoration
- Preconditioned GMRES method for a class of Toeplitz linear systems in fractional eigenvalue problems
- Boundary value methods for solving transient solutions of Markovian queueing networks
- A survey and some extensions of T. Chan's preconditioner
- Higher-order multivariate Markov chains and their applications
- Convergence analysis of superoptimal PCG algorithm for Toeplitz systems with a Fisher-Hartwig singularity
- Iterative methods for manufacturing systems of two stations in tandem
- Inducing high service capacities in outsourcing \textit{via} penalty and competition
- A direct method for solving block-Toeplitz with near-circulant-block systems with applications to hybrid manufacturing systems
- scientific article; zbMATH DE number 3936891 (Why is no real title available?)
- Circulant Preconditioners for Markov-Modulated Poisson Processes and Their Applications to Manufacturing Systems
- Boundary value methods for transient solutions of queueing networks with variant vacation policy
- scientific article; zbMATH DE number 1990855 (Why is no real title available?)
- Spectral analysis for preconditioning of multi-dimensional Riesz fractional diffusion equations
- Incentive effects of multiple-server queueing networks: the principal-agent perspective
- scientific article; zbMATH DE number 956800 (Why is no real title available?)
- Building higher-order Markov chain models with EXCEL
- Exact algorithms for singular tridiagonal systems with applications to Markov chains
- Approximate inverse-free preconditioners for Toeplitz matrices
- Multigrid algorithm from cyclic reduction for Markovian queueing networks
- Improved Schur complement preconditioners for block-Toeplitz systems with small size blocks
- Block preconditioners with circulant blocks for general linear systems
- On the inverses of general tridiagonal matrices
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