scholarly journals Supervised-learning-based approximation method for multi-server queueing networks under different service disciplines with correlated interarrival and service times

Author(s):  
Siamak Khayyati ◽  
Barış Tan
1987 ◽  
Vol 24 (3) ◽  
pp. 696-708 ◽  
Author(s):  
Arie Hordijk ◽  
Ad Ridder

A general method to obtain insensitive upper and lower bounds for the stationary distribution of queueing networks is sketched. It is applied to an overflow model. The bounds are shown to be valid for service distributions with decreasing failure rate. A characterization of phase-type distributions with decreasing failure rate is given. An approximation method is proposed. The methods are illustrated with numerical results.


Chapter 8 gives a brief discussion of computer simulation for discrete events. The chapter lists software programs in the technical literature that outline programs for the simulation of discrete events, both of commercial origin and free programs. In addition to the lists submitted, the authors present specialized packages for analysis and simulation of waiting lines in the R language. Statistical considerations are presented, which must be taken into account when obtaining data from simulations in situations of waiting lines. Chapter 8 presents three packages of the statistical program R: the “queueing” analysis package provides versatile tools for analysis of birth- and death-based Markovian queueing models and single and multiclass product-form queueing networks; “simmer” package is a process-oriented and trajectory-based discrete-event simulation (DES) package for R; and, the purpose of the “queuecomputer” package is to calculate, deterministically, the outputs of a queueing network, given the arrival and service times of all the customers. It also uses simulation for the implementation of a method for the calculation of queues with arbitrary arrival and service times. For each theme, the authors show the use of the packages in R.


1987 ◽  
Vol 19 (03) ◽  
pp. 708-738 ◽  
Author(s):  
X. R. Cao

Perturbation analysis is a new technique which yields the sensitivities of system performance measures with respect to parameters based on one sample path of a system. This paper provides some theoretical analysis for this method. A new notion, the realization probability of a perturbation in a closed queueing network, is studied. The elasticity of the expected throughput in a closed Jackson network with respect to the mean service times can be expressed in terms of the steady-state probabilities and realization probabilities in a very simple way. The elasticity of the throughput with respect to the mean service times when the service distributions are perturbed to non-exponential distributions can also be obtained using these realization probabilities. It is proved that the sample elasticity of the throughput obtained by perturbation analysis converges to the elasticity of the expected throughput in steady-state both in mean and with probability 1 as the number of customers served goes to This justifies the existing algorithms based on perturbation analysis which efficiently provide the estimates of elasticities in practice.


1992 ◽  
Vol 29 (4) ◽  
pp. 967-978 ◽  
Author(s):  
Rhonda Righter ◽  
J. George Shanthikumar

We show that using the FIFO service discipline at single server stations with ILR (increasing likelihood ratio) service time distributions in networks of monotone queues results in stochastically earlier departures throughout the network. The converse is true at stations with DLR (decreasing likelihood ratio) service time distributions. We use these results to establish the validity of the following comparisons:(i) The throughput of a closed network of FIFO single-server queues will be larger (smaller) when the service times are ILR (DLR) rather than exponential with the same means.(ii) The total stationary number of customers in an open network of FIFO single-server queues with Poisson external arrivals will be stochastically smaller (larger) when the service times are ILR (DLR) rather than exponential with the same means.We also give a surprising counterexample to show that although FIFO stochastically maximizes the number of departures by any time t from an isolated single-server queue with IHR (increasing hazard rate, which is weaker than ILR) service times, this is no longer true for networks of more than one queue. Thus the ILR assumption cannot be relaxed to IHR.Finally, we consider multiclass networks of exponential single-server queues, where the class of a customer at a particular station determines its service rate at that station, and show that serving the customer with the highest service rate (which is SEPT — shortest expected processing time first) results in stochastically earlier departures throughout the network, among all preemptive work-conserving policies. We also show that a cµ rule stochastically maximizes the number of non-defective service completions by any time t when there are random, agreeable, yields.


2013 ◽  
Vol 54 (4) ◽  
pp. 1541-1547 ◽  
Author(s):  
Boualem Rabta ◽  
Reinhold Schodl ◽  
Gerald Reiner ◽  
Johannes Fichtinger

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