Fluid queues with level dependent evolution

Ana da Silva Soares and Guy Latouche

European Journal of Operational Research, 2009, vol. 196, issue 3, 1041-1048

Abstract: A fluid queue is a two-dimensional Markov process, of which the first component, or level, varies linearly according to the second component, the phase, which is the state of a finite state space Markov process evolving in the background. In this paper, we construct various models of fluid queues, with a level dependency component: the behavior of the phase process changes when the level crosses certain thresholds, as well as the rate at which fluid increases or decreases; this adds the possibility of having attractive and repellent states at the threshold levels. We derive expressions for the stationary distribution of such processes.

Keywords: Fluid; queues; Level; dependent; behavior; Matrix-analytic; methods; Markov-renewal; approach (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (12)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:196:y:2009:i:3:p:1041-1048

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