Continuous feedback fluid queues

Werner Scheinhardt; Nicky van Foreest; Michel Mandjes

doi:10.1016/j.orl.2004.11.008

Continuous feedback fluid queues

Werner Scheinhardt^*
, Nicky van Foreest
, Michel Mandjes

^*Corresponding author for this work

Stochastic Operations Research

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28 Citations (Scopus)

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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	English
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

2020 OA procedure
Fluid queue
Forward equations
Feedback

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10.1016/j.orl.2004.11.008

ArticleFinal published version, 205 KBLicence: Taverne

Continuous feedback fluid queues
Scheinhardt, W. R. W., van Foreest, N. D. & Mandjes, M. R. H., 2003, Enschede: University of Twente. 21 p. (Memorandum Faculty of Mathematical Sciences; no. 1686)
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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.

KW - 2020 OA procedure

KW - Fluid queue

KW - Forward equations

KW - Feedback

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DO - 10.1016/j.orl.2004.11.008

M3 - Article

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VL - 33

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JO - Operations research letters

JF - Operations research letters

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Continuous feedback fluid queues

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Keywords

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Continuous feedback fluid queues

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