Optimal prices for finite capacity queueing systems

We prove a lower bound on the optimal price for a fairly large class of blocking systems with general arrival and service processes, determine optimal price expressions for M/M/1/m and M/GI/s/s systems, and investigate how optimal prices change with changes in the size of the waiting room and service capacity.     

Stability and irreducibility of queueing systems with finite capacity

In this paper, we obtain a readily verifiable condition of stability for GI/G/1 queueing systems with finite capacity. A necessary and sufficient condition of irreducibility of the queueing size process is involved. Under this assumption, we derive general conditions of recurrence (positive recurrence) for the general process describing the state of the system. The conditions of irreducibility and recurrence are based on restrictions over the supports of the interarrival and the service distributions, which are easy to check in practice. The positive recurrence is also connected to the first moments of both distributions. This revised version was published online in June 2006 with corrections to the Cover Date.     

Considerations for building knowledge-based expert systems in highway maintenance planning

Genuine, nontrivial planning problems in pavement and bridge maintenance are generally beyond the capabilities of expert systems. However, the diagnostic, interpretive and predictive features of such systems can be combined with algorithmic planning tools to produce comprehensive maintenance planning and management systems.After a discussion of the relevant issues, this paper addresses the potential application areas for knowledgebased expert systems in highway maintenance planning. The foxus is on how and where expert systems can interface with optimization models to yield meaningful results.     

A review of open queueing network models of manufacturing systems

In this paper we review open queueing network models of manufacturing systems. The paper consists of two parts. In the first part we discuss design and planning problems arising in manufacturing. In doing so we focus on those problems that are best addressed by queueing network models. In the second part of the paper we describe developments in queueing network methodology. We are primarily concerned with features such as general service times, deterministic product routings, and machine failures — features that are prevalent in manufacturing settings. Since these features have eluded exact analysis, approximation procedures have been proposed. In the second part of this paper we review the developments in approximation procedures and highlight the assumptions that underlie these approaches.     

Markov-modulated queueing systems

Markov-modulated queueing systems are those in which the primary arrival and service mechanisms are influenced by changes of phase in a secondary Markov process. This influence may be external or internal, and may represent factors such as changes in environment or service interruptions. An important example of such a model arises in packet switching, where the calls generating packets are identified as customers being served at an infinite server system. In this paper we first survey a number of different models for Markov-modulated queueing systems. We then analyze a model in which the workload process and the secondary process together constitute a Markov compound Poisson process. We derive the properties of the waiting time, idle time and busy period, using techniques based on infinitesimal generators. This model was first investigated by G.J.K. Regterschot and J.H.A. de Smit using Wiener-Hopf techniques, their primary interest being the queue-length and waiting time.     

排队系统中的泰勒展开方法

综述了排队系统中的泰勒展开方法。它由Gong和Hu在1990s首次提出,并在最近几年里有了一些新的发展。首先,通过GI/GI/1队列的简单例子介绍其基本原理;其次,展示如何应用该方法分析相关性队列和离去过程;然后,阐述如何基于该方法发展排队网络近似的高阶矩方法;最后,讨论未来的几个可能研究方向。     

Limit theorems for multiphase queueing systems

One gives a limit theorem for the joint distribution of the stationary waiting times of customers in the queues of a multiphase queueing system, functioning in a heavy traffic regime. One proves that the joint distribution function of the waiting times is a solution of a problem with a directional derivative for an elliptic differential equation in a polyhedral angle.Translated from Veroyatnostnye Raspredeleniya i Matematicheskaya Statistika, pp. 212–229, 1986.     

Stability criteria for controlled queueing systems

We give an almost complete classification of ergodicity and transience conditions for a general multi-queue system with the following features: arrivals form Poisson streams and there are various routing schemes for allocating arrivals to queues; the servers can be configured in a variety of ways; completed jobs can feed back into the system; the exponential service times and feedback probabilities depend upon the configuration of the servers (this model includes some types of multi-class queueing system); switching between service regimes is instantaneous. Several different levels of control of the service regimes are considered. Our results for the N-queue system require randomisation of service configurations but we have studied the two queue system in situations where there is less control. We use the semi-martingale methods described in Fayolle, Malyshev and Menshikov [3] and our results generalise Kurkova [8] and complement Foley and McDonald [4] and [5]. AMS 2000 subject classification: Primary: 90B22; Secondary: 60J10 90B15     

An analytic finite capacity queueing network model capturing the propagation of congestion and blocking

Analytic queueing network models often assume infinite capacity queues due to the difficulty of grasping the between-queue correlation. This correlation can help to explain the propagation of congestion. We present an analytic queueing network model which preserves the finite capacity of the queues and uses structural parameters to grasp the between-queue correlation. Unlike pre-existing models it maintains the network topology and the queue capacities exogenous. Additionally, congestion is directly modeled via a novel formulation of the state space of the queues which explicitly captures the blocking phase. The model can therefore describe the sources and effects of congestion.     

Block cutpoint decomposition for markovian queueing systems

Steady-state probabilities of Markov Processes are computed by enumerating subgraphs of the transition diagram of the process. The presence of cutpoints in the transition diagram allows for decomposition of the problem into smaller components. Examples from queueing theory are presented. Matrix representations for these structures are also discussed.     

An optimality criterion for a limited capacity queueing system

A single server, limited capacity queueing system with Poisson arrivals and exponential service is studied. The joint probability distribution of the number of times the system reaches its capacity in time interval (0t] and the number of customers in the system at time i has been obtained. From, the joint probability, the probability that the system has reached its capacity m times in time interval (0t] has been determined and the expectation and variance have been found explicitly. A criterion for the system to be optimum is established and is illustrated numerically.     

A loss network model with overflow for capacity planning of a neonatal unit

The main aim of this paper is to derive a solution to the capacity problem faced by many perinatal networks in the United Kingdom. We propose a queueing model to determine the number of cots at all care units for any desired overflow and rejection probability in a neonatal unit. The model formulation is developed, being motivated by overflow models in telecommunication systems. Exact expressions for the overflow and rejection probabilities are derived. The model is then applied to a neonatal unit of a perinatal network in the UK.     

A queueing model for bed-occupancy management and planning of hospitals

The aim of this paper is, on the one hand, to describe the movement of patients through a hospital department by using classical queueing theory and, on the other hand, to present a way of optimising the use of hospital resources in order to improve hospital care. A queueing model is used to determine the main characteristics of the access of patients to hospital, such as mean bed occupancy and the probability that a demand for hospital care is lost because all beds are occupied. Moreover, we present a technique for optimising the number of beds in order to maintain an acceptable delay probability at a sufficiently low level and, finally, a way of optimising the average cost per day by balancing costs of empty beds against costs of delayed patients.     

Empirical Bayes estimation for queueing systems and networks

Empirical Bayes estimators are derived for standardM/M/1 queues,M/M/1 queues with state-dependent arrival and service rates, finite capacityM/M/1 queues with state-dependent rates and for open Jackson networks. The asymptotic properties of the empirical Bayes estimators are derived both with respect to the conditional distribution of the observations given the parameters, and with respect to the joint distribution of the observations and the parameters.     

Statistical analysis of queueing systems

This paper provides an overview of the literature on statistical analysis of queueing systems. Topics discussed include: model identification, estimation, hypothesis testing and other related aspects. Not all of these statistical problems are covered in books on queueing theory or stochastic processes. The bibliography is not exhaustive, but comprehensive enough to provide sources from the literature.     

Algorithms for second moments in batch-movement queueing systems

Some recent papers in the literature detail how mean-value analysis may be applied to an important class of batch-movement queueing systems and stochastic Petri nets. The techniques may be applied, inter alia, to the analysis of circuit-switched networks and slotted-ring networks. The present paper describes a development of these ideas to provide a basis for the efficient calculation of second and higher moments.     

Stability analysis of queueing systems

This paper contains a survey of some results on the stability of queueing systems obtained by the authors by means of the method of trial functions (developed from Lyapunov's direct method). In addition, the paper contains a series of new results on the stability of regenerative processes. All the qualitative statements are accompanied by the construction of quantitative estimates.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 87, pp. 41–61, 1979.