Continuous feedback fluid queues

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

doi:10.1016/j.orl.2004.11.008

Continuous feedback fluid queues

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

Stochastic Operations Research

Research output: Contribution to journal › Article › Academic › peer-review

26 Citations (Scopus)

1 Downloads (Pure)

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 language	Undefined
Pages (from-to)	551-559
Number of pages	9
Journal	Operations research letters
Volume	33
Issue number	6
DOIs	https://doi.org/10.1016/j.orl.2004.11.008
Publication status	Published - 2005

Keywords

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

Access to Document

10.1016/j.orl.2004.11.008

http://eprints.eemcs.utwente.nl/secure2/17613/01/2005-22ScheinhardtForeestMandjesContinous.pdf

Cite this

@article{56bb0ad6b12d4c3699266b32d6dfb79c,

title = "Continuous feedback fluid queues",

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.",

keywords = "EWI-17613, Fluid queue, Forward equations, METIS-224513, Feedback, IR-70167",

author = "Scheinhardt, {Willem R.W.} and {van Foreest}, N.D. and M.R.H. Mandjes",

year = "2005",

doi = "10.1016/j.orl.2004.11.008",

language = "Undefined",

volume = "33",

pages = "551--559",

journal = "Operations research letters",

issn = "0167-6377",

publisher = "Elsevier",

number = "6",

}

TY - JOUR

T1 - Continuous feedback fluid queues

AU - Scheinhardt, Willem R.W.

AU - van Foreest, N.D.

AU - Mandjes, M.R.H.

PY - 2005

Y1 - 2005

N2 - 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.

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.

KW - EWI-17613

KW - Fluid queue

KW - Forward equations

KW - METIS-224513

KW - Feedback

KW - IR-70167

U2 - 10.1016/j.orl.2004.11.008

DO - 10.1016/j.orl.2004.11.008

M3 - Article

SN - 0167-6377

VL - 33

SP - 551

EP - 559

JO - Operations research letters

JF - Operations research letters

IS - 6

ER -