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Multi-stage stochastic fluid models for congestion control
Citation
O'Reilly, MM, Multi-stage stochastic fluid models for congestion control, European Journal of Operational Research, 238, (2) pp. 514-526. ISSN 0377-2217 (2014) [Refereed Article]
Copyright Statement
Copyright 2014 Elsevier
DOI: doi:10.1016/j.ejor.2014.04.010
Abstract
We consider multi-stage stochastic fluid models (SFMs), driven by applications in telecommunications and manufacturing in which control of the behavior of the system during congestion may be required. In a two-stage SFM, the process starts from Stage 1 in level 0, and moves to Stage 2 when reaching threshold b2 from below. Stage 1 starts again when reaching threshold b1 < b2 from above. While in a particular stage, the process evolves according to a traditional SFM with a unique set of phases, generator and fluid rates. We first consider a two-stage SFM with general, real fluid change rates. Next, we analyze a twostage SFM with an upper boundary B > b2. Finally, we discuss a generalization to multi-stage SFMs. We use matrix-analytic methods and derive efficient methodology for the analysis of this class of models.
Item Details
Item Type: | Refereed Article |
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Keywords: | stochastic fluid model, Markov chain, laplace-stieltjes transform, matrix-analytic methods, congestion control |
Research Division: | Mathematical Sciences |
Research Group: | Statistics |
Research Field: | Stochastic Analysis and Modelling |
Objective Division: | Expanding Knowledge |
Objective Group: | Expanding Knowledge |
Objective Field: | Expanding Knowledge in the Mathematical Sciences |
UTAS Author: | O'Reilly, MM (Associate Professor Malgorzata O'Reilly) |
ID Code: | 91733 |
Year Published: | 2014 |
Funding Support: | Australian Research Council (DP1111663) |
Web of Science® Times Cited: | 3 |
Deposited By: | Mathematics and Physics |
Deposited On: | 2014-05-28 |
Last Modified: | 2017-10-30 |
Downloads: | 0 |
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