Continuous feedback fluid queues

Willem R.W. Scheinhardt, N.D. van Foreest, M.R.H. Mandjes

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Abstract

We investigate a fluid buffer which is modulated by a stochastic background process, while the momentary behavior of the background process depends on the current buffer level in a continuous way. Loosely speaking the feedback is such that the background process behaves `as a Markov process' with generator $Q(y)$ at times when the buffer level is $y$, where the entries of $Q(y)$ are continuous functions of $y$. Moreover, the flow rates for the buffer may also depend continuously on the current buffer level. Such models are interesting in the context of closed-loop telecommunication networks, in which sources interact with network buffers, but may also be deployed in the study of certain production systems.
Original languageUndefined
Place of PublicationEnschede
PublisherUniversity of Twente, Department of Applied Mathematics
Number of pages21
Publication statusPublished - 2003

Publication series

NameMemorandum Faculty of Mathematical Sciences
PublisherUniversity of Twente, Department of Applied Mathematics
No.1686
ISSN (Print)0169-2690

Keywords

  • EWI-3506
  • METIS-212725
  • IR-65871
  • MSC-60K25

Cite this

Scheinhardt, W. R. W., van Foreest, N. D., & Mandjes, M. R. H. (2003). Continuous feedback fluid queues. (Memorandum Faculty of Mathematical Sciences; No. 1686). Enschede: University of Twente, Department of Applied Mathematics.