Q-MAM: a tool for solving infinite queues using matrix-analytic methods
نویسندگان
چکیده
In this paper we propose a novel MATLAB tool, called Q-MAM, to compute queue length, waiting time and sojourn time distributions of various discrete and continuous time queuing systems with an underlying structured Markov chain/process. The underlying paradigms include M/G/1and GI/M/1-type, quasi-birth-death and non-skip-free Markov chains (implemented by the SMCSolver tool), as well as Markov processes with a matrix exponential distribution. We consider various single server queueing systems with phase-type, matrix exponential, Markovian, rational and semi-Markovian arrival and service processes; queues with multiple customer types, where the service depends on the customer type and where consecutive customer types may be correlated; and queues with multiple servers for which the typical dimensionality problem can be avoided. Apart from implementing various classical and more advanced solution techniques, the tool also extends and improves some of the existing solution techniques in a number of cases.
منابع مشابه
Longest Path in Networks of Queues in the Steady-State
Due to the importance of longest path analysis in networks of queues, we develop an analytical method for computing the steady-state distribution function of longest path in acyclic networks of queues. We assume the network consists of a number of queuing systems and each one has either one or infinite servers. The distribution function of service time is assumed to be exponential or Erlang. Fu...
متن کاملApplication of Laguerre Polynomials for Solving Infinite Boundary Integro-Differential Equations
In this study, an efficient method is presented for solving infinite boundary integro-differential equations (IBI-DE) of the second kind with degenerate kernel in terms of Laguerre polynomials. Properties of these polynomials and operational matrix of integration are first presented. These properties are then used to transform the integral equation to a matrix equation which corresponds t...
متن کاملSolving infinite horizon optimal control problems of nonlinear interconnected large-scale dynamic systems via a Haar wavelet collocation scheme
We consider an approximation scheme using Haar wavelets for solving a class of infinite horizon optimal control problems (OCP's) of nonlinear interconnected large-scale dynamic systems. A computational method based on Haar wavelets in the time-domain is proposed for solving the optimal control problem. Haar wavelets integral operational matrix and direct collocation method are utilized to find ...
متن کاملA STRONG COMPUTATIONAL METHOD FOR SOLVING OF SYSTEM OF INFINITE BOUNDARY INTEGRO-DIFFERENTIAL EQUATIONS
The introduced method in this study consists of reducing a system of infinite boundary integro-differential equations (IBI-DE) into a system of al- gebraic equations, by expanding the unknown functions, as a series in terms of Laguerre polynomials with unknown coefficients. Properties of these polynomials and operational matrix of integration are rst presented. Finally, two examples illustra...
متن کاملA finite capacity queueing network model capturing blocking, congestion and spillbacks
Analytic queueing network models constitute a flexible tool for the study of network flow. These aggregate models are simple to manipulate and their analytic aspect renders them suitable for use within an optimization framework. Analytic queueing network models often assume infinite capacity for all queues. For real systems this infinite capacity assumption does not hold, but is often maintaine...
متن کامل