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Numerical Methods for Simulating Transient, Stochastic Queueing Networks—I: Methodology

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  • Hugo P. Simão

    (Princeton University, School of Engineering and Applied Science, Department of Civil Engineering and Operations Research, Princeton, New Jersey 08544)

  • Warren B. Powell

    (Princeton University, School of Engineering and Applied Science, Department of Civil Engineering and Operations Research, Princeton, New Jersey 08544)

Abstract

The study of stochastic networks of queues in transportation has been confined to the use of highly simplified analytical models or the development of large, computationally expensive Monte Carlo simulations. We introduce a discrete-time approach for simulating stochastic, transient networks of bulk queues that often arise in consolidation networks. This paper presents the state variables and equations required to model the problem, and introduces a set of approximations to produce a computationally tractable algorithm. A companion paper describes the results of extensive numerical experiments which test the accuracy of the approximations and the overall efficiency of the procedure.

Suggested Citation

  • Hugo P. Simão & Warren B. Powell, 1992. "Numerical Methods for Simulating Transient, Stochastic Queueing Networks—I: Methodology," Transportation Science, INFORMS, vol. 26(4), pages 296-311, November.
    • Handle: RePEc:inm:ortrsc:v:26:y:1992:i:4:p:296-311
    DOI: 10.1287/trsc.26.4.296
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    Cited by:

    1. Hiba Baroud & Jose E. Ramirez‐Marquez & Kash Barker & Claudio M. Rocco, 2014. "Stochastic Measures of Network Resilience: Applications to Waterway Commodity Flows," Risk Analysis, John Wiley & Sons, vol. 34(7), pages 1317-1335, July.

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