Analyzing the finite buffer batch arrival queue under Markovian service process: GIX/MSP/1/N

We consider a batch arrival finite buffer single server queue with inter-batch arrival times are generally distributed and arrivals occur in batches of random size. The service process is correlated and its structure is presented through Markovian service process (MSP). The model is analyzed for two possible customer rejection strategies: partial batch rejection and total batch rejection policy. We obtain steady-state distribution at pre-arrival and arbitrary epochs along with some important performance measures, like probabilities of blocking the first, an arbitrary, and the last customer of a batch, average number of customers in the system, and the mean waiting times in the system. Some numerical results have been presented graphically to show the effect of model parameters on the performance measures. The model has potential application in the area of computer networks, telecommunication systems, manufacturing system design, etc.      

A general model for batch building processes under the timeout and capacity rules

In manufacturing systems, batch building processes are very common, as goods are often transported or processed in batches and must therefore be collected before these transport or processing steps can occur. In this paper, we present a method for the performance analysis of general batch building processes in material flow systems under the timeout and capacity rules. The proposed model allows for stochastic collecting times and incorporates no restrictions with respect to the number of arriving units and their interarrival times. The accuracy of the discrete-time approach is demonstrated by comparing this approach with a discrete-event simulation model in continuous-time. Subsequently, the model is applied to two cases: a transportation case from the health care industry and the process of building a batch for a batch processor.     

Order restoration in queues

We examine a class of problems in queueing networks which arise when customers enter a bank of parallel servers in a given order and lose their place in the sequence due to passing resulting from variations in service times. The original sequence is required before service can take place at the next station in the network. These problems arise naturally in flexible manufacturing systems. The result is that the next station beyond the parallel bank of servers can be approximated by a non-Markovian bulk arrival system. This station sees batch arrivals of customers that are eligible to receive service. The size of the arriving batches is shown to depend on the inter-arrival times. Several fundamental results are established for this class of problems including the distribution of batch inter-arrival times, batch sizes, and an approximate method for determining the distribution of the number of eligible and an exact method for determining the distribution of the number of ineligible customers in the system.     

Optimal control of an M/E<Subscript><Emphasis Type="Italic">k</Emphasis></Subscript>/1 queueing system with removable service station subject to breakdowns

In this paper we deal with a single removable service station queueing system with Poisson arrivals and Erlang distribution service times. The service station can be turned on at arrival epochs or off at departure epochs. While the service station is working, it is subject to breakdowns according to a Poisson process. When the station breaks down, it requires repair at a repair facility, where the repair times follow the negative exponential distribution. Conditions for a stable queueing system, that is steady-state, are provided. The steady-state results are derived and it is shown that the probability that the service station is busy is equal to the traffic intensity. Following the construction of the total expected cost function per unit time, we determine the optimal operating policy at minimum cost.     

A Tandem Queue with a Gate Mechanism

Inspired by a problem regarding cable access networks, we consider a two station tandem queue with Poisson arrivals. At station 1 we operate a gate mechanism, leading to batch arrivals at station 2. Upon arrival at station 1, customers join a queue in front of a gate. Whenever all customers present at the service area of station 1 have received service, the gate before as well as a gate behind the service facility open. Customers leave the service area and enter station 2 (as a batch), while all customers waiting at the gate in front of station 1 are admitted into the service area. For station 1 we analyse the batch size and the time between two successive gate openings, as well as waiting and sojourn times of individual customers for different service disciplines. For station 2, we investigate waiting times of batch customers, where we allow that service times may depend on the size of the batch and also on the interarrival time. In the analysis we use Wiener–Hopf factorization techniques for Markov modulated random walks.     

Admission control and pricing in a queue with batch arrivals

We investigate a problem of admission control in a queue with batch arrivals. We consider a single server with exponential service times and a compound Poisson arrival process. Each arriving batch computes its expected benefit and decides whether or not to enter the system. The controller’s problem is to set state dependent prices for arriving batches. Once prices have been set we formulate the admission control problem, derive properties of the value function, and obtain the optimal admission policy.     

Evaluation of (R,Q)-policies for two-level inventory systems with generally distributed customer inter-arrival times

In this paper we consider a two-level inventory system with a central warehouse and a number of retailers. All facilities apply continuous review (R,Q)-policies. We first extend Forsberg's exact Poisson model to the case with unit demand and customer inter-arrival times that are Erlang distributed. In the case with generally distributed customer inter-arrival times we approximate by Erlang distributions. We use two different methods to choose the approximate Erlang distribution. The first method means that we, for each retailer, choose the Erlang distribution that has the exact mean and minimum difference in standard deviation. Our second method means that we, for each retailer, choose the Erlang distribution of customer inter-arrival times that gives the exact mean and minimum difference in the standard deviation of the demand per unit of time instead of the inter-arrival time. Both methods are tested on 38 simulated cases. In all cases both methods give the same approximation.     

A Queue with Semi-Markovian Batch Plus Poisson Arrivals with Application to the MPEG Frame Sequence

We consider a queueing system with a single server having a mixture of a semi-Markov process (SMP) and a Poisson process as the arrival process, where each SMP arrival contains a batch of customers. The service times are exponentially distributed. We derive the distributions of the queue length of both SMP and Poisson customers when the sojourn time distributions of the SMP have rational Laplace–Stieltjes transforms. We prove that the number of unknown constants contained in the generating function for the queue length distribution equals the number of zeros of the denominator of this generating function in the case where the sojourn times of the SMP follow exponential distributions. The linear independence of the equations generated by those zeros is discussed for the same case with additional assumption. The necessary and sufficient condition for the stability of the system is also analyzed. The distributions of the waiting times of both SMP and Poisson customers are derived. The results are applied to the case in which the SMP arrivals correspond to the exact sequence of Motion Picture Experts Group (MPEG) frames. Poisson arrivals are regarded as interfering traffic. In the numerical examples, the mean and variance of the waiting time of the ATM cells generated from the MPEG frames of real video data are evaluated.     

Infinite Server Queues with Synchronized Departures Driven by a Single Point Process

We analyze an infinite-server queueing model with synchronized arrivals and departures driven by the point process {T _n } according to the following rules. At time T _n , a single customer (or a batch of size β _n ) arrives to the system. The service requirement of the ith customer in the nth batch is σ _i,n . All customers enter service immediately upon arrival but each customer leaves the system at the first epoch of the point process {T _n } which occurs after his service requirement has been satisfied. For this system the queue length process and the statistics of the departing batches of customers are investigated under various assumptions for the statistics of the point process {T _n }, the incoming batch sequence {β _n }, and the service sequence {σ _i,n }. Results for the asymptotic distribution of the departing batches when the service times are long compared to the interarrival times are also derived.     

Performance analysis of an ISDN switch with distributed architecture: circuit switched calls

We have developed an approximate analytic model and a detailed simulation model to study the performance of an ISDN switch with distributed architecture. The analytic model treats the switch as a network of single server and infinite server queues with nonpreemptive priority service, general service times and batch arrivals. The simulation program is written in a distributed and modular way so as to simplify model development and debugging. Also extensive statistical techniques are employed for simulation output validation. It is observed that the analytic and the simulation models are in close agreement for the mean end-to-end delay and in moderately close agreement for the 95th percentile points of the end-to-end delay distribution. The comparisons between the analytic and the simulation models lead us to conjecture that the analytic model would be even more accurate for bigger systems with several hundred processors (where simulation models are too expensive to run). Even though the model assumes Poisson external call arrival process, it is shown that it may be applied with reasonable accuracy even when external call arrivals are non-Poisson. This is due to the fact that the composite message arrival process at a processor or transmission element tends to be close to Poisson even when the external call arrivals are non-Poisson.     

Response times in gated M/G/1 queues: The processor-sharing case

A class of single server queues with Poisson arrivals and a gated server is considered. Whenever the server becomes idle the gate separating it from the waiting line opens, admitting all the waiting customers into service, and then closes again. The batch admitted into service may be served according to some arbitrary scheme. The equilibrium waiting time distribution is provided for the subclass of conservative schemes with arbitrary service times and the processor-sharing case is treated in some detail to produce the equilibrium time-in-service and response time distributions, conditional on the length of required service. The LIFO and random order of service schemes and the case of compound Poisson arrivals are treated briefly as examples of the effectiveness of the proposed method of analysis. All distributions are provided in terms of their Laplace transforms except for the case of exponential service times where the L.T. of the waiting time distribution is inverted. The first two moments of the equilibrium waiting and response times are provided for most treated cases and in the exponential service times case the batch size distribution is also presented.     

The two-moment three-parameter decomposition approximation of queueing networks with exponential residual renewal processes

We propose a two-moment three-parameter decomposition approximation of general open queueing networks by which both autocorrelation and cross correlation are accounted for. Each arrival process is approximated as an exponential residual (ER) renewal process that is characterized by three parameters: intensity, residue, and decrement. While the ER renewal process is adopted for modeling autocorrelated processes, the innovations method is used for modeling the cross correlation between randomly split streams. As the interarrival times of an ER renewal process follow a two-stage mixed generalized Erlang distribution, viz., MGE(2), each station is analyzed as an MGE(2)/G/1 system for the approximate mean waiting time. Variability functions are also used in network equations for a more accurate modeling of the propagation of cross correlations in queueing networks. Since an ER renewal process is a special case of a Markovian arrival process (MAP), the value of the variability function is determined by a MAP/MAP/1 approximation of the departure process. Numerical results show that our proposed approach greatly improves the performance of the parametric decomposition approximation of open queueing networks.     

Markovian polling systems with mixed service disciplines and retrial customers

A Markovian polling model with a mixture of exhaustive and gated type stations is considered. The cuttomers are ofn different tppes and arrive to the system acccording to the Poisson distribution, in batches containing customers of all types (correlated batch arrivals). The customers who find upon arrival the server unavailable repeat their arrival individually after a random amount of time (retrial customers). The service timesT _i and the switchover timesV _ij are arbitrarily distributed with different distributions for the different stations. For such a model we obtain formulae for the expected number of customers in each station in a steady state. Our formulae hold also for zero switchover periods and can easily be adapted to hold for the corresponding ordinary Markovian mixed polling models with/without switchover times and correlated batch arrivals. Numerical calculations are finally used to observe system's performance.     

M/G/∞ with batch arrivals

Let p_∞(n) be the distribution of the number N(∞) in the system at ergodicity for systems with an infinite number of servers, batch arrivals with general batch size distribution and general holding times. This distribution is of importance to a variety of studies in congestion theory, inventory and storage systems. To obtain this distribution, a more general problem is addressed. In this problem, each epoch of a Poisson process gives rise to an independent stochastic function on the lattice of integers, which may be viewed as stochastic impulse response. A continuum analogue to the lattice process is also provided.     

一类相依双险种风险模型的罚金折现期望函数

考虑索赔到达具有相依性的一类双险种风险模型,其中第一类险种的索赔计数过程为Poisson过程,第二类险种的索赔计数过程为其p-稀疏过程与广义Erlang(2)过程的和,利用更新论证得到了此风险模型的罚金折现期望函数满足的微积分方程及其Laplace变换的表达式.并就索赔额均服从指数分布的情形,给出了罚金函数及破产概率的精确表达式.     

A recursive method to the optimal control of an M/G/1 queueing system with finite capacity and infinite capacity

We study a single removable server in an infinite and a finite queueing systems with Poisson arrivals and general distribution service times. The server may be turned on at arrival epochs or off at service completion epochs. We present a recursive method, using the supplementary variable technique and treating the supplementary variable as the remaining service time, to obtain the steady state probability distribution of the number of customers in a finite system. The method is illustrated analytically for three different service time distributions: exponential, 3-stage Erlang, and deterministic. Cost models for infinite and finite queueing systems are respectively developed to determine the optimal operating policy at minimum cost.     

On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues

This paper considers a particular renewal-reward process with multivariate discounted rewards (inputs) where the arrival epochs are adjusted by adding some random delays. Then, this accumulated reward can be regarded as multivariate discounted Incurred But Not Reported claims in actuarial science and some important quantities studied in queueing theory such as the number of customers in \(G/G/\infty \) queues with correlated batch arrivals. We study the long-term behaviour of this process as well as its moments. Asymptotic expressions and bounds for quantities of interest, and also convergence for the distribution of this process after renormalization, are studied, when interarrival times and time delays are light tailed. Next, assuming exponentially distributed delays, we derive some explicit and numerically feasible expressions for the limiting joint moments. In such a case, for an infinite server queue with a renewal arrival process, we obtain limiting results on the expectation of the workload, and the covariance of queue size and workload. Finally, some queueing theoretic applications are provided.     

Simulation and Queueing Theory Applied to a Single-Server Queue with Advertising and Balking

We use a single-server queueing model, with limited waiting room capacity, to model a situation where the manager of a facility tries to maximize the profit generated by the facility. He advertises to attract customers. The effectiveness of advertising may depend on the reputation of the facility, which is measured by the fraction of customers who balk. We assume Poisson arrivals and allow Erlang service times to study how the variance of service times affects the optimal policy, both when the efficiency of advertising is exogenous, and when it is a function of the balking rate. We conclude that the optimal policies are similar for deterministic service times, but diverge as the variance of the service time increases.     

The discrete-time MAP/PH/1 queue with multiple working vacations

We consider a discrete-time single-server queueing model where arrivals are governed by a discrete Markovian arrival process (DMAP), which captures both burstiness and correlation in the interarrival times, and the service times and the vacation duration times are assumed to have a general phase-type distributions. The vacation policy is that of a working vacation policy where the server serves the customers at a lower rate during the vacation period as compared to the rate during the normal busy period. Various performance measures of this queueing system like the stationary queue length distribution, waiting time distribution and the distribution of regular busy period are derived. Through numerical experiments, certain insights are presented based on a comparison of the considered model with an equivalent model with independent arrivals, and the effect of the parameters on the performance measures of this model are analyzed.