Skip to main content

Computation of the state probabilities in a class of semi-regenerative queueing models

  • Chapter
Semi-Markov Models

Abstract

One of the standard problems in queueing analysis concerns the computation of the steady state probabilities. In recent years significant contributions to this problem have been made. Important research papers by M.F. Neuts in the context of phase type distributions and by H.C. Tijms and M.H. Van Hoorn in the context of regenerative processes were very stimulating for our investigations. We refer to Neuts (1981), (1984) and the literature cited there and to Tijms and Van Hoorn (1981) and Van Hoorn (1983). In thie paper we consider the unifying queueing model including several well known models as special cases. Using a semi-regenerative analysis we develop an efficient and stable algorithm for the computation of the steady state probabilities. The usefulness of the results is demonstrated by applications to several modifications of state dependent M/G/1 queues.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • E. Çinlar (1975), Introduction to stochastic processes. Prentice Hall, Englewood Cliffs.

    MATH  Google Scholar 

  • D.P. Heyman (1968). Optimal operating policies for M/G/1 queueing systems. Operations Research 16, 362–382.

    Article  MATH  Google Scholar 

  • D.P. Heyman (1977). The T-policy for the M/G/1 queue. Management Science 23, 775–778.

    Article  MathSciNet  MATH  Google Scholar 

  • A.G. de Kok (1982), Computational methods for single server queueing systems with repeated attemps. Report, Interfaculteit der Actuariele Wetenschappen en Econometrie, Vrije Universiteit, Amsterdam.

    Google Scholar 

  • Y. Levy, U. Yechiali (1975). Utilization of idle time in an M/G/1 queueing system. Management Science 22, 202–211.

    Article  MATH  Google Scholar 

  • M.F. Neuts (1981), Matrix-geometric solutions in stochastic models. An algorithmic approach. The John Hopkins University Press. Baltimore.

    Google Scholar 

  • M.F. Neuts (1984). Matrix-analiytic methods in queueing theory. European Journal of Operational Research 15, 2–12.

    Article  MathSciNet  MATH  Google Scholar 

  • A.G. Pakes (1969). Some conditions for ergodicity and recurrence of Markov chains. Operations Research 17, 1058–1061.

    Article  MathSciNet  MATH  Google Scholar 

  • M. Schäl (1970). Markov renewal processes with auxiliary path. Annals of Mathematical Statistics 41, 1604–1623.

    Article  MathSciNet  MATH  Google Scholar 

  • H. Schellhaas (1978). On the T-policy for an M/G/1 queue. Operations Research Verfahren 29, 750–763.

    Google Scholar 

  • H. Schellhaas (1983). Computation of the state probabilities in M/G/1 queues with state dependent input and state dependent service. OR Spektrum 5, 223–228.

    Article  MATH  Google Scholar 

  • H.C. Tijms, M.H. Van Hoorn (1981), Algorithms for the state probabilities and waiting times in single queueing systems with random and quasi-random input and phase type service times. OR Spektrum 2, 145–152. Erratum OR-Spektrum 3, 1982, 244.

    Article  MATH  Google Scholar 

  • M.H. Van Hoorn (1983), Algorithms and approximations for queueing systems Doctoral thesis. Mathematisch Centrum, Amsterdam.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1986 Springer Science+Business Media New York

About this chapter

Cite this chapter

Schellhaas, H. (1986). Computation of the state probabilities in a class of semi-regenerative queueing models. In: Janssen, J. (eds) Semi-Markov Models. Springer, Boston, MA. https://doi.org/10.1007/978-1-4899-0574-1_8

Download citation

  • DOI: https://doi.org/10.1007/978-1-4899-0574-1_8

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4899-0576-5

  • Online ISBN: 978-1-4899-0574-1

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics