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Fluid queues with level dependent evolution

par Da Silva Soares, Ana ;Latouche, Guy
Référence European journal of operational research, 196, 3, page (1041-1048)
Publication Publié, 2009-08

Article révisé par les pairs

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Résumé :

A fluid queue is a two-dimensional Markov process, of which the first component, or level, varies linearly according to the second component, the phase, which is the state of a finite state space Markov process evolving in the background. In this paper, we construct various models of fluid queues, with a level dependency component: the behavior of the phase process changes when the level crosses certain thresholds, as well as the rate at which fluid increases or decreases; this adds the possibility of having attractive and repellent states at the threshold levels. We derive expressions for the stationary distribution of such processes. © 2008 Elsevier B.V. All rights reserved.