A Markovian single server working vacation queue with server state dependent arrival rate and with randomly varying environment

2019 ◽  
Author(s):  
R. Kalyanaraman ◽  
A. Sundaramoorthy
2019 ◽  
Vol 34 (4) ◽  
pp. 507-521
Author(s):  
Urtzi Ayesta ◽  
Balakrishna Prabhu ◽  
Rhonda Righter

We consider single-server scheduling to minimize holding costs where the capacity, or rate of service, depends on the number of jobs in the system, and job sizes become known upon arrival. In general, this is a hard problem, and counter-intuitive behavior can occur. For example, even with linear holding costs the optimal policy may be something other than SRPT or LRPT, it may idle, and it may depend on the arrival rate. We first establish an equivalence between our problem of deciding which jobs to serve when completed jobs immediately leave, and a problem in which we have the option to hold on to completed jobs and can choose when to release them, and in which we always serve jobs according to SRPT. We thus reduce the problem to determining the release times of completed jobs. For the clearing, or transient system, where all jobs are present at time 0, we give a complete characterization of the optimal policy and show that it is fully determined by the cost-to-capacity ratio. With arrivals, the problem is much more complicated, and we can obtain only partial results.


1994 ◽  
Vol 26 (02) ◽  
pp. 436-455 ◽  
Author(s):  
W. Henderson ◽  
B. S. Northcote ◽  
P. G. Taylor

It has recently been shown that networks of queues with state-dependent movement of negative customers, and with state-independent triggering of customer movement have product-form equilibrium distributions. Triggers and negative customers are entities which, when arriving to a queue, force a single customer to be routed through the network or leave the network respectively. They are ‘signals' which affect/control network behaviour. The provision of state-dependent intensities introduces queues other than single-server queues into the network. This paper considers networks with state-dependent intensities in which signals can be either a trigger or a batch of negative customers (the batch size being determined by an arbitrary probability distribution). It is shown that such networks still have a product-form equilibrium distribution. Natural methods for state space truncation and for the inclusion of multiple customer types in the network can be viewed as special cases of this state dependence. A further generalisation allows for the possibility of signals building up at nodes.


Author(s):  
Rami Atar ◽  
Amarjit Budhiraja ◽  
Paul Dupuis ◽  
Ruoyu Wu

For the M/M/1+M model at the law-of-large-numbers scale, the long-run reneging count per unit time does not depend on the individual (i.e., per customer) reneging rate. This paradoxical statement has a simple proof. Less obvious is a large deviations analogue of this fact, stated as follows: the decay rate of the probability that the long-run reneging count per unit time is atypically large or atypically small does not depend on the individual reneging rate. In this paper, the sample path large deviations principle for the model is proved and the rate function is computed. Next, large time asymptotics for the reneging rate are studied for the case when the arrival rate exceeds the service rate. The key ingredient is a calculus of variations analysis of the variational problem associated with atypical reneging. A characterization of the aforementioned decay rate, given explicitly in terms of the arrival and service rate parameters of the model, is provided yielding a precise mathematical description of this paradoxical behavior.


1976 ◽  
Vol 13 (02) ◽  
pp. 423-426
Author(s):  
Stig I. Rosenlund

For a single-server queue with one waiting place and increasing arrival rate some necessary and sufficient conditions for infinitely many returns to emptiness with probability one are given.


1986 ◽  
Vol 18 (02) ◽  
pp. 558-573 ◽  
Author(s):  
D. R. Cox ◽  
Valerie Isham

The virtual waiting-time process of Takács is one of the simplest examples of a stochastic process with a continuous state space in continuous time in which jump transitions interrupt periods of deterministic decay. Properties of the process are reviewed, and the transient behaviour examined in detail. Several generalizations of the process are studied. These include two-sided jumps, periodically varying ‘arrival’ rate and the presence of a state-dependent decay rate; the last case is motivated by the properties of soil moisture in hydrology. Throughout, the emphasis is on the derivation of simple interpretable results.


1990 ◽  
Vol 22 (03) ◽  
pp. 657-675 ◽  
Author(s):  
Keith W. Ross ◽  
Danny Tsang

We develop a performance modeling methodology for product-form circuit-switched networks. These networks allow for: arbitrary topology and link capacities; Poisson and finite population arrivals; multiple classes of calls, each class with a different route and bandwidth requirement; conference as well as point-to-point calls. The methodology is first applied to generalized tree networks, which consist of multiple access links feeding into a common link. Each access link may support multiple ‘long-distance' classes (requiring circuits only on the access link and on the common link) and multiple ‘local' classes (requiring circuits only on the access link). For generalized tree networks an efficient algorithm is given to determine the blocking probabilities. The methodology is then applied to hierarchical tree networks, where traffic is repeatedly merged in the direction of a root node. We also establish a ‘Norton' theorem for product-form circuit-switched networks. This theorem implies that for any given calling class, the entire network can be replaced by an Erlang loss system with a state-dependent arrival rate, without modifying the equilibrium probabilities for the particular calling class.


1999 ◽  
Vol 36 (01) ◽  
pp. 105-118 ◽  
Author(s):  
Zhen Liu ◽  
Philippe Nain ◽  
Don Towsley ◽  
Zhi-Li Zhang

In this paper we study the asymptotic behavior of the tail of the stationary backlog distribution in a single server queue with constant service capacity c, fed by the so-called M/G/∞ input process or Cox input process. Asymptotic lower bounds are obtained for any distribution G and asymptotic upper bounds are derived when G is a subexponential distribution. We find the bounds to be tight in some instances, e.g. when G corresponds to either the Pareto or lognormal distribution and c − ρ < 1, where ρ is the arrival rate at the buffer.


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