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Examples of Practical Applications

In: Constructive Computation in Stochastic Models with Applications

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  • Quan-Lin Li

    (Tsinghua University, Department of Industrial Engineering)

Abstract

In this chapter, we apply the RG-factorizations to deal with practical stochastic models, and indicate concrete procedures of performance computation under a unified algorithmic framework. The processor-sharing queue is directly constructed as a block-structured Markov chain, and the fluid queue can be constructed as a block-structured Markov chain by means of the Laplace transform; while the negative-customer queue and the retrial queue need to combine the supplementary variable method and the RG-factorizations such that the boundary conditions are simplified as a blockstructured Markov chain or a block-structured Markov renewal process. We provide performance analysis of the practical stochastic models.

Suggested Citation

  • Quan-Lin Li, 2010. "Examples of Practical Applications," Springer Books, in: Constructive Computation in Stochastic Models with Applications, chapter 7, pages 331-388, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-11492-2_7
    DOI: 10.1007/978-3-642-11492-2_7
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