Numerical Solution of Piecewise-Stationary Mt/Gt/1 Queues

DOI10.1287/OPRE.45.3.451MaRDI QIDQ4367237zbMATHOpenAlexFDO

Authors Gagan L. Choudhury, David M. Lucantoni, Ward Whitt

Publication date 25 November 1997

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.45.3.451

zbMATH Keywords

cumulative distribution functionFourier-series-based inversion algorithmspiecewise-stationary \(M_ t/G_ t/1\) queuetime-dependent workload

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• A unified algorithm for computing the stationary queue length distributions in \(M(k)/G/1/N\) and \(GI/M(k)/1/N\) queues
• Multidimensional transform inversion with applications to the transient \(M/G/1\) queue
• An algorithm to compute the waiting time distribution for the \(M/G/1\) queue

Cited in

(9)

• The last departure time from an \(M_t/G/\infty\) queue with a terminating arrival process
• Numerical solution for the departure process from the GI/G/1 queue
• Multidimensional transform inversion with applications to the transient \(M/G/1\) queue
• Time-varying robust queueing
• A method for solving stationary equations for priority time-sharing service process in random environment
• ON THE TIME-DEPENDENT OCCUPANCY DISTRIBUTION OF THE G/G/1 QUEUING SYSTEM
• Accurate computation of traffic workload distributions
• A rare-event simulation algorithm for periodic single-server queues
• Parisian options with jumps: a maturity-excursion randomization approach

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