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On the generalized reward generator for stochastic fluid models: a new equation for Ψ
journal contribution
posted on 2023-05-19, 09:53 authored by Samuelson, A, Malgorzata O'ReillyMalgorzata O'Reilly, Bean, NGWe construct a generalized reward matrix Z(s) which is an extension of the fluid generator Q(s) of a stochastic fluid model (SFM). We consider the generators that are projections of Z(s) including the generator Q(s), and discuss the application of the resulting generators in different contexts.
One such projection, Z+(s), is used to define a matrix M, which records the expected number of crossings of level 0. We use the elements of M and its physical interpretation to derive an explicit equation for the matrix Ψ, which is a key building block to many other performance measures. Work on algorithmic techniques to efficiently compute M are in progress.
Funding
Australian Research Council
History
Publication title
Stochastic ModelsVolume
33Issue
4Pagination
495-523ISSN
1532-6349Department/School
School of Natural SciencesPublisher
Marcel Dekker IncPlace of publication
270 Madison Ave, New York, USA, Ny, 10016Rights statement
Copyright 2017 Taylor & FrancisRepository Status
- Restricted