Mostrar el registro sencillo del ítem
dc.contributor.author
Jonckheere, Matthieu Thimothy Samson
dc.contributor.author
Mairesse, Jean
dc.date.available
2017-04-10T17:59:35Z
dc.date.issued
2010-07
dc.identifier.citation
Jonckheere, Matthieu Thimothy Samson; Mairesse, Jean; Towards an Erlang formula for multiclass networks; Springer; Queueing Systems; 66; 1; 7-2010; 53-78
dc.identifier.issn
0257-0130
dc.identifier.uri
http://hdl.handle.net/11336/15072
dc.description.abstract
Consider a multiclass stochastic network with state-dependent service rates and arrival rates describing bandwidth-sharing mechanisms as well as admission control and/or load balancing schemes. Given Poisson arrival and exponential service requirements, the number of customers in the network evolves as a multidimensional birth-and-death process on a finite subset of Nk. We assume that the death (i.e., service) rates and the birth rates depending on the whole state of the system satisfy a local balance condition. This makes the resulting network a Whittle network, and the stochastic process describing the state of the network is reversible with an explicit stationary distribution that is in fact insensitive to the service time distribution. Given routing constraints, we are interested in the optimal performance of such networks. We first construct bounds for generic performance criteria that can be evaluated using recursive procedures, these bounds being attained in the case of a unique arrival process. We then study the case of several arrival processes, focusing in particular on the instance with admission control only. Building on convexity properties, we characterize the optimal policy, and give criteria on the service rates for which our bounds are again attained.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Springer
dc.rights
info:eu-repo/semantics/openAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.subject
Reversible Jump Processes
dc.subject
Stochastic Knapsack
dc.subject
Insensitivity
dc.subject
Load Balancing & Admission Control
dc.subject.classification
Estadística y Probabilidad
dc.subject.classification
Matemáticas
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS
dc.title
Towards an Erlang formula for multiclass networks
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2017-04-06T16:52:05Z
dc.journal.volume
66
dc.journal.number
1
dc.journal.pagination
53-78
dc.journal.pais
Alemania
dc.journal.ciudad
Berlín
dc.description.fil
Fil: Jonckheere, Matthieu Thimothy Samson. Eindhoven University of Technology; Países Bajos. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina
dc.description.fil
Fil: Mairesse, Jean. Centre National de la Recherche Scientifique; Francia. Universite Paris Diderot - Paris 7; Francia
dc.journal.title
Queueing Systems
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/https://link.springer.com/article/10.1007/s11134-010-9185-y
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1007/s11134-010-9185-y
Archivos asociados