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Examples of Practical Applications

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Constructive Computation in Stochastic Models with Applications

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Abstract

In this chapter, we apply the RG-factorizations to deal with practical stochastic models, and indicate concrete procedures of performance computation under a unified algorithmic framework. The processor-sharing queue is directly constructed as a block-structured Markov chain, and the fluid queue can be constructed as a block-structured Markov chain by means of the Laplace transform; while the negative-customer queue and the retrial queue need to combine the supplementary variable method and the RG-factorizations such that the boundary conditions are simplified as a blockstructured Markov chain or a block-structured Markov renewal process. We provide performance analysis of the practical stochastic models.

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  1. Department of Industrial Engineering, Tsinghua University, Beijing, 100084, P.R. China

    Quan-Lin Li

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Li, QL. (2010). Examples of Practical Applications. In: Constructive Computation in Stochastic Models with Applications. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-11492-2_7

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