Continuous feedback fluid queues

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

Research output: Contribution to journalArticleAcademicpeer-review

21 Citations (Scopus)

Abstract

We investigate a fluid queue with feedback from the (finite) buffer to the background process. The latter behaves as a continuous-time Markov chain, but the generator (and traffic rates) depend continuously on the current buffer level. We derive the Kolmogorov equations, and, for two-state background processes, the explicit stationary distribution.
Original languageUndefined
Pages (from-to)551-559
Number of pages9
JournalOperations research letters
Volume33
Issue number6
DOIs
Publication statusPublished - 2005

Keywords

  • EWI-17613
  • Fluid queue
  • Forward equations
  • METIS-224513
  • Feedback
  • IR-70167

Cite this

Scheinhardt, Willem R.W. ; van Foreest, N.D. ; Mandjes, M.R.H. / Continuous feedback fluid queues. In: Operations research letters. 2005 ; Vol. 33, No. 6. pp. 551-559.
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Continuous feedback fluid queues. / Scheinhardt, Willem R.W.; van Foreest, N.D.; Mandjes, M.R.H.

In: Operations research letters, Vol. 33, No. 6, 2005, p. 551-559.

Research output: Contribution to journalArticleAcademicpeer-review

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AU - Scheinhardt, Willem R.W.

AU - van Foreest, N.D.

AU - Mandjes, M.R.H.

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AB - We investigate a fluid queue with feedback from the (finite) buffer to the background process. The latter behaves as a continuous-time Markov chain, but the generator (and traffic rates) depend continuously on the current buffer level. We derive the Kolmogorov equations, and, for two-state background processes, the explicit stationary distribution.

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KW - Fluid queue

KW - Forward equations

KW - METIS-224513

KW - Feedback

KW - IR-70167

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JF - Operations research letters

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