Samuelson, A and O'Reilly, MM and Bean, NG, On the generalized reward generator for stochastic fluid models: a new equation for Ψ, Stochastic Models, 33, (4) pp. 495-523. ISSN 1532-6349 (2017) [Refereed Article]
Copyright 2017 Taylor & Francis
We 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.
|Item Type:||Refereed Article|
|Keywords:||stochastic fluid models, Generalized reward generator, Laplace-Stieltjes transforms, matrix-analytic methods|
|Research Division:||Mathematical Sciences|
|Research Field:||Stochastic Analysis and Modelling|
|Objective Division:||Expanding Knowledge|
|Objective Group:||Expanding Knowledge|
|Objective Field:||Expanding Knowledge in the Mathematical Sciences|
|Author:||Samuelson, A (Ms Aviva Samuelson)|
|Author:||O'Reilly, MM (Dr Malgorzata O'Reilly)|
|Funding Support:||Australian Research Council (LP140100152)|
|Deposited By:||Mathematics and Physics|
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