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A Direct Numerical Method for a Class of Queueing Problems

Author

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  • J. Wijngaard

    (Eindhoven University of Technology)

Abstract

In this paper an efficient numerical method is given for determining stationary probabilities and average cost in queueing systems where the customers arrive singly and the service mechanism is negative exponential. State dependent service and arrival rates and batch service are allowed. The method is based on the property that the matrix of the embedded Markov process which describes the number of customers at the moments of arrival is almost triangular.

Suggested Citation

  • J. Wijngaard, 1978. "A Direct Numerical Method for a Class of Queueing Problems," Management Science, INFORMS, vol. 24(13), pages 1441-1447, September.
    • Handle: RePEc:inm:ormnsc:v:24:y:1978:i:13:p:1441-1447
    DOI: 10.1287/mnsc.24.13.1441
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