Calculation of sensitivities of throughputs and realization probabilities in closed queueing networks with finite buffer capacities

1989 ◽  
Vol 21 (1) ◽  
pp. 181-206 ◽  
Author(s):  
Xi-Ren Cao
Keyword(s):  
Perturbation Analysis ◽  
Queueing Networks ◽  
Queueing Network ◽  
Theoretical Background ◽  
System Throughput ◽  
Single Server ◽  
Finite Buffer ◽  
Closed Queueing Networks ◽  
Steady State Probability ◽  
Single Class

Perturbation analysis is an efficient approach to estimating the sensitivities of the performance measures of a queueing network. A new notion, called the realization probability, provides an alternative way of calculating the sensitivity of the system throughput with respect to mean service times in closed Jackson networks with single class customers and single server nodes (Cao (1987a)). This paper extends the above results to systems with finite buffer sizes. It is proved that in an indecomposable network with finite buffer sizes a perturbation will, with probability 1, be realized or lost. For systems in which no server can directly block more than one server simultaneously, the elasticity of the expected throughput can be expressed in terms of the steady state probability and the realization probability in a simple manner. The elasticity of the throughput when each customer’s service time changes by the same amount can also be calculated. These results provide some theoretical background for perturbation analysis and clarify some important issues in this area.

Calculation of sensitivities of throughputs and realization probabilities in closed queueing networks with finite buffer capacities

1989 ◽  
Vol 21 (01) ◽  
pp. 181-206 ◽  
Author(s):  
Xi-Ren Cao
Keyword(s):  
Perturbation Analysis ◽  
Queueing Networks ◽  
Queueing Network ◽  
Theoretical Background ◽  
System Throughput ◽  
Single Server ◽  
Finite Buffer ◽  
Closed Queueing Networks ◽  
Steady State Probability ◽  
Single Class

Perturbation analysis is an efficient approach to estimating the sensitivities of the performance measures of a queueing network. A new notion, called the realization probability, provides an alternative way of calculating the sensitivity of the system throughput with respect to mean service times in closed Jackson networks with single class customers and single server nodes (Cao (1987a)). This paper extends the above results to systems with finite buffer sizes. It is proved that in an indecomposable network with finite buffer sizes a perturbation will, with probability 1, be realized or lost. For systems in which no server can directly block more than one server simultaneously, the elasticity of the expected throughput can be expressed in terms of the steady state probability and the realization probability in a simple manner. The elasticity of the throughput when each customer’s service time changes by the same amount can also be calculated. These results provide some theoretical background for perturbation analysis and clarify some important issues in this area.

scholarly journals Analysis of Closed Queueing Networks with Batch Service

2020 ◽  
Vol 20 (4) ◽  
pp. 527-533
Author(s):  
Elena P. Stankevich ◽  
◽  
Igor E. Tananko ◽  
Vitalii I. Dolgov ◽  
◽  
...  
Keyword(s):  
Markov Chain ◽  
Continuous Time ◽  
Queueing Networks ◽  
Manufacturing Systems ◽  
Queueing Network ◽  
Transport Systems ◽  
Batch Service ◽  
Single Server ◽  
Closed Queueing Networks ◽  
Number Of Customers

We consider a closed queuing network with batch service and movements of customers in continuous time. Each node in the queueing network is an infinite capacity single server queueing system under a RANDOM discipline. Customers move among the nodes following a routing matrix. Customers are served in batches of a fixed size. If a number of customers in a node is less than the size, the server of the system is idle until the required number of customers arrive at the node. An arriving at a node customer is placed in the queue if the server is busy. The batсh service time is exponentially distributed. After a batсh finishes its execution at a node, each customer of the batch, regardless of other customers of the batch, immediately moves to another node in accordance with the routing probability. This article presents an analysis of the queueing network using a Markov chain with continuous time. The qenerator matrix is constructed for the underlying Markov chain. We obtain expressions for the performance measures. Some numerical examples are provided. The results can be used for the performance analysis manufacturing systems, passenger and freight transport systems, as well as information and computing systems with parallel processing and transmission of information.

Realization factors and sensitivity analysis of queueing networks with state-dependent service rates

1990 ◽  
Vol 22 (1) ◽  
pp. 178-210 ◽  
Author(s):  
Xi-Ren Cao
Keyword(s):  
Steady State ◽  
Perturbation Analysis ◽  
Queueing Networks ◽  
Sample Path ◽  
Queueing Network ◽  
Service Rate ◽  
Steady State Probability ◽  
State Dependent ◽  
Service Rates ◽  
Realization Factors

The paper studies the sensitivity of the throughput with respect to a mean service rate in a closed queueing network with exponentially distributed service requirements and state-dependent service rates. The study is based on perturbation analysis of queueing networks. A new concept, the realization factor of a perturbation, is introduced. The properties of realization factors are discussed, and a set of equations specifying the realization factors are derived. The elasticity of the steady state throughput with respect to a mean service rate equals the product of the steady state probability and the corresponding realization factor. This elasticity can be estimated by applying a perturbation analysis algorithm to a sample path of the system. The sample path elasticity of the throughput with respect to a mean service rate converges with probability 1 to the elasticity of the steady state throughput. The theory provides an analytical method of calculating the throughput sensitivity and justifies the application of perturbation analysis.

Realization factors and sensitivity analysis of queueing networks with state-dependent service rates

1990 ◽  
Vol 22 (01) ◽  
pp. 178-210 ◽  
Author(s):  
Xi-Ren Cao
Keyword(s):  
Steady State ◽  
Perturbation Analysis ◽  
Queueing Networks ◽  
Sample Path ◽  
Queueing Network ◽  
Service Rate ◽  
Steady State Probability ◽  
State Dependent ◽  
Service Rates ◽  
Realization Factors

The paper studies the sensitivity of the throughput with respect to a mean service rate in a closed queueing network with exponentially distributed service requirements and state-dependent service rates. The study is based on perturbation analysis of queueing networks. A new concept, the realization factor of a perturbation, is introduced. The properties of realization factors are discussed, and a set of equations specifying the realization factors are derived. The elasticity of the steady state throughput with respect to a mean service rate equals the product of the steady state probability and the corresponding realization factor. This elasticity can be estimated by applying a perturbation analysis algorithm to a sample path of the system. The sample path elasticity of the throughput with respect to a mean service rate converges with probability 1 to the elasticity of the steady state throughput. The theory provides an analytical method of calculating the throughput sensitivity and justifies the application of perturbation analysis.

scholarly journals A Probabilistic Approach to Growth Networks

2021 ◽  
Author(s):  
Predrag Jelenković ◽  
Jané Kondev ◽  
Lishibanya Mohapatra ◽  
Petar Momčilović
Keyword(s):  
Large Deviations ◽  
Queueing Networks ◽  
Probabilistic Approach ◽  
Logarithmic Scale ◽  
Single Server ◽  
Closed Queueing Networks ◽  
Single Class ◽  
Rate Functions ◽  
Queue Lengths ◽  
Operating Regimes

Single-class closed queueing networks, consisting of infinite-server and single-server queues with exponential service times and probabilistic routing, admit product-from solutions. Such solutions, although seemingly tractable, are difficult to characterize explicitly for practically relevant problems due to the exponential combinatorial complexity of its normalization constant (partition function). In “A Probabilistic Approach to Growth Networks,” Jelenković, Kondev, Mohapatra, and Momčilović develop a novel methodology, based on a probabilistic representation of product-form solutions and large-deviations concentration inequalities, which identifies distinct operating regimes and yields explicit expressions for the marginal distributions of queue lengths. From a methodological perspective, a fundamental feature of the proposed approach is that it provides exact results for order-one probabilities, even though the analysis involves large-deviations rate functions, which characterize only vanishing probabilities on a logarithmic scale.

Realization probability in closed Jackson queueing networks and its application

1987 ◽  
Vol 19 (03) ◽  
pp. 708-738 ◽  
Author(s):  
X. R. Cao
Keyword(s):  
Steady State ◽  
Perturbation Analysis ◽  
Queueing Networks ◽  
Sample Path ◽  
Queueing Network ◽  
Jackson Network ◽  
The Mean ◽  
Service Times ◽  
A New Technique ◽  
Number Of Customers

Perturbation analysis is a new technique which yields the sensitivities of system performance measures with respect to parameters based on one sample path of a system. This paper provides some theoretical analysis for this method. A new notion, the realization probability of a perturbation in a closed queueing network, is studied. The elasticity of the expected throughput in a closed Jackson network with respect to the mean service times can be expressed in terms of the steady-state probabilities and realization probabilities in a very simple way. The elasticity of the throughput with respect to the mean service times when the service distributions are perturbed to non-exponential distributions can also be obtained using these realization probabilities. It is proved that the sample elasticity of the throughput obtained by perturbation analysis converges to the elasticity of the expected throughput in steady-state both in mean and with probability 1 as the number of customers served goes to This justifies the existing algorithms based on perturbation analysis which efficiently provide the estimates of elasticities in practice.

MODELING TRAFFIC FLOWS WITH QUEUEING MODELS: A REVIEW

2007 ◽  
Vol 24 (04) ◽  
pp. 435-461 ◽  
Author(s):  
TOM VAN WOENSEL ◽  
NICO VANDAELE
Keyword(s):  
Queueing Networks ◽  
Road Networks ◽  
Queueing Network ◽  
Analytical Application ◽  
Buffer Size ◽  
Queueing Models ◽  
Finite Buffer ◽  
Traffic Flows ◽  
Single Node ◽  
The Impact

In this paper, an overview of different analytic queueing models for traffic on road networks is presented. In the literature, it has been shown that queueing models can be used to adequately model uninterrupted traffic flows. This paper gives a broad review on this literature. Moreover, it is shown that the developed published methodologies (which are mainly single node oriented) can be extended towards queueing networks. First, an extension towards queueing networks with infinite buffer sizes is evaluated. Secondly, the assumption of infinite buffer sizes is dropped leading to queueing networks with finite buffer sizes. The impact of the buffer size when comparing the different queueing network methodologies is studied in detail. The paper ends with an analytical application tool to facilitate the optimal positioning of the counting points on a highway.

scholarly journals Utility Optimization in Congested Queueing Networks

2011 ◽  
Vol 48 (1) ◽  
pp. 68-89 ◽  
Author(s):  
N. S. Walton
Keyword(s):  
Queueing Networks ◽  
Packet Switching ◽  
Queueing Network ◽  
Capacity Constraints ◽  
Switching Network ◽  
Single Server ◽  
Service Capacity ◽  
Asymptotic Regime ◽  
Utility Optimization ◽  
Aggregate Utility

We consider a multiclass single-server queueing network as a model of a packet switching network. The rates packets are sent into this network are controlled by queues which act as congestion windows. By considering a sequence of congestion controls, we analyse a sequence of stationary queueing networks. In this asymptotic regime, the service capacity of the network remains constant and the sequence of congestion controllers act to exploit the network's capacity by increasing the number of packets within the network. We show that the stationary throughput of routes on this sequence of networks converges to an allocation that maximises aggregate utility subject to the network's capacity constraints. To perform this analysis, we require that our utility functions satisfy an exponential concavity condition. This family of utilities includes weighted α-fair utilities for α > 1.

scholarly journals Impact of Routeing on Correlation Strength in Stationary Queueing Network Processes

2008 ◽  
Vol 45 (03) ◽  
pp. 846-878 ◽  
Author(s):  
Hans Daduna ◽  
Ryszard Szekli
Keyword(s):  
Queueing Networks ◽  
Queueing Network ◽  
Dependence Structure ◽  
Spectral Gaps ◽  
Stochastic Monotonicity ◽  
Closed Queueing Networks ◽  
First Order ◽  
Correlation Strength ◽  
Concordance Order ◽  
Asymptotic Variances

For exponential open and closed queueing networks, we investigate the internal dependence structure, compare the internal dependence for different networks, and discuss the relation of correlation formulae to the existence of spectral gaps and comparison of asymptotic variances. A central prerequisite for the derived theorems is stochastic monotonicity of the networks. The dependence structure of network processes is described by concordance order with respect to various classes of functions. Different networks with the same first-order characteristics are compared with respect to their second-order properties. If a network is perturbed by changing the routeing in a way which holds the routeing equilibrium fixed, the resulting perturbations of the network processes are evaluated.

Closed queueing networks with blocking-a model for flexible manufacturing systems

1984 ◽  
Vol 16 (1) ◽  
pp. 9-9
Author(s):  
David D. W. Yao ◽  
J.A. Buzacott
Keyword(s):  
Flexible Manufacturing ◽  
Queueing Networks ◽  
Manufacturing Systems ◽  
Waiting Times ◽  
Queueing Systems ◽  
Priority Queue ◽  
Single Server ◽  
Closed Queueing Networks ◽  
State Behavior ◽  
Dynamic Priority

We consider a family of single-server queueing systems with two priority classes. The system operates under a dynamic priority queue discipline in which the relative priorities of customers increase with their waiting times, and which can be characterized by the urgency number. We investigate the transient as well as the steady-state behavior of the virtual waiting times of the two classes of customer as functions of the urgency number. Stochastic orderings, the joint distribution, and surprising limit results for these processes are obtained for the first time.

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