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Performance measures of a multi-layer Markovian fluid model

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  • Nigel Bean
  • Małgorzata O’Reilly

Abstract

Our goal is to model the behaviour of the fluid in a buffer with threshold controls with a wide range of behaviour possible at the boundaries. To model this, we consider a class of Markovian fluid flow models with several layers, each with their own parameters, separated by boundaries. The behaviour of the fluid at each boundary is modelled by parameters unique to that boundary. We derive the Laplace-Stieltjes transforms of time-related performance measures of this model. This is illustrated with numerical examples. All results are obtained via techniques within the fluid flow environment, and useful physical interpretations are presented. Copyright Springer Science+Business Media, LLC 2008

Suggested Citation

  • Nigel Bean & Małgorzata O’Reilly, 2008. "Performance measures of a multi-layer Markovian fluid model," Annals of Operations Research, Springer, vol. 160(1), pages 99-120, April.
    • Handle: RePEc:spr:annopr:v:160:y:2008:i:1:p:99-120:10.1007/s10479-007-0299-5
    DOI: 10.1007/s10479-007-0299-5
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    References listed on IDEAS

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    1. V. Ramaswami, 2006. "Passage Times in Fluid Models with Application to Risk Processes," Methodology and Computing in Applied Probability, Springer, vol. 8(4), pages 497-515, December.
    2. Joseph Abate & Ward Whitt, 1995. "Numerical Inversion of Laplace Transforms of Probability Distributions," INFORMS Journal on Computing, INFORMS, vol. 7(1), pages 36-43, February.
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    Cited by:

    1. Samuelson, Aviva & Haigh, Andrew & O'Reilly, Małgorzata M. & Bean, Nigel G., 2017. "Stochastic model for maintenance in continuously deteriorating systems," European Journal of Operational Research, Elsevier, vol. 259(3), pages 1169-1179.
    2. Salah Al-Deen Almousa & Gábor Horváth & Miklós Telek, 2022. "Transient analysis of piecewise homogeneous Markov fluid models," Annals of Operations Research, Springer, vol. 310(2), pages 333-353, March.
    3. Mehmet Akif Yazici & Nail Akar, 2017. "The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach," Annals of Operations Research, Springer, vol. 252(1), pages 85-99, May.
    4. Gábor Horváth & Miklós Telek, 2017. "Matrix-analytic solution of infinite, finite and level-dependent second-order fluid models," Queueing Systems: Theory and Applications, Springer, vol. 87(3), pages 325-343, December.
    5. Barron, Yonit, 2016. "Clearing control policies for MAP inventory process with lost sales," European Journal of Operational Research, Elsevier, vol. 251(2), pages 495-508.
    6. O’Reilly, Małgorzata M., 2014. "Multi-stage stochastic fluid models for congestion control," European Journal of Operational Research, Elsevier, vol. 238(2), pages 514-526.

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