Queues with Delays in Two-State Strategies and Lévy Input
From MaRDI portal
Publication:3516406
DOI10.1239/jap/1214950350zbMath1149.60064OpenAlexW2154624338MaRDI QIDQ3516406
Offer Kella, Onno J. Boxma, René Bekker
Publication date: 5 August 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1214950350
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
Related Items
STEADY-STATE OPTIMIZATION OF AN EXHAUSTIVE LÉVY STORAGE PROCESS WITH INTERMITTENT OUTPUT AND RANDOM OUTPUT RATE ⋮ Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes ⋮ Regulation of a single-server queue with customers who dynamically choose their service durations ⋮ Occupation densities in solving exit problems for Markov additive processes and their reflections ⋮ A Lévy input fluid queue with input and workload regulation ⋮ A Lévy input model with additional state-dependent services ⋮ Busy period, virtual waiting time and number of customers in \(G^{\delta }|M^{\kappa}|1| \text B\) system ⋮ Queues with Lévy input and hysteretic control ⋮ Exit problems for the difference of a compound Poisson process and a compound renewal process
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Queues with workload-dependent arrival and service rates
- Workload analysis of an \(M/G/1\) queue under the \(P^{M}_{\lambda}\) policy with a set-up time
- On the optimal switching level for an M/G/1 queueing system
- On the M/G/1 queue with \(D\)-policy
- Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
- Optimality of \(D\)-policies for an \(M\)/\(G\)/1 queue with a removable server
- Discrete time queues with delayed information
- Queues with Lévy input and hysteretic control
- The acquisition queue
- Some remarks on first passage of Lévy processes, the American put and pasting principles
- Finite-buffer queues with workload-dependent service and arrival rates
- Storage processes with general release rule and additive inputs
- Useful martingales for stochastic storage processes with Lévy input
- Fluctuation theory in continuous time
- On a Switch-Over Policy for Controlling the Workload in a Queueing System with Two Constant Service Rates and Fixed Switch-Over Costs
- An exhaustive lĕvy storage process with intermittent output
- PλM-policy for a dam with input formed by a compound Poisson process
- Applied Probability and Queues
- Queues with service rate controlled by a delayed feedback