On some queue length controlled stochastic processes

DOI10.1155/S1048953390000211MaRDI QIDQ923530zbMATH OpenOpenAlexFDO

Authors Jewgeni H. Dshalalow, Lev Abolnikov, Alexander Dukhovny

Publication date 1990

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/46530

zbMATH Keywords

ergodicity criterionsemi-Markov processsingle-server bulk queueing systemsteady state behavior

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Reliability, availability, maintenance, inspection in operations research (90B25)

Review text

Summary: The authors study the input, output and queueing processes in a general controlled single-server bulk queueing system. It is supposed that inter- arrival time, service time, batch size of arriving units and the capacity of the server depend on the queue length. The authors establish an ergodicity criterion for both the queueing process with continuous time parameter and the embedded process, study their transient and steady state behavior and prove ergodic theorems for some functionals of the input, output and queueing processes. The following results are obtained: invariant probability measure of the embedded process, stationary distribution of the process with continuous time parameter, expected value of a busy period, rates of input and output processes and the relative speed of convergence of the expected queue length. Various examples (including an optimization problem) illustrate the methods developed in the paper.

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Cited in

(10)

• Ergodicity conditions and invariant probability measure for an embedded Markov chain in a controlled bulk queueing system with a bilevel service delay discipline. II
• Stochastic analysis of a controlled bulk queueing system with continuously operating server: Continuous time parameter queueing process
• A queueing system with random server capacity and multiple control
• The Dynamics and the Uncertainty of Queues at Fixed and Actuated Controls: A Probabilistic Approach
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• Discrete time controllable processes with bounded drift and their application in queueing systems
• On stochastic processes in a multilevel control bulk queueing system
• Single-server queues with controlled bulk service, random accumulation level, and modulated input

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