Multi-stage stochastic fluid models for congestion control

O’Reilly, Małgorzata M.

European Journal of Operational Research, 2014, vol. 238, issue 2, 514-526

Abstract: We consider multi-stage stochastic fluid models (SFMs), driven by applications in telecommunications and manufacturing in which control of the behavior of the system during congestion may be required. In a two-stage SFM, the process starts from Stage 1 in level 0, and moves to Stage 2 when reaching threshold b2 from below. Stage 1 starts again when reaching threshold b1b2. Finally, we discuss a generalization to multi-stage SFMs. We use matrix-analytic methods and derive efficient methodology for the analysis of this class of models.

Keywords: Stochastic fluid model; Markov chain; Laplace–Stieltjes transform; Matrix-analytic methods; Congestion control (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:238:y:2014:i:2:p:514-526

DOI: 10.1016/j.ejor.2014.04.010

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