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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
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
Author:O'Reilly, MM (Dr Malgorzata O'Reilly)
ID Code:91733
Year Published:2014
Funding Support:Australian Research Council (DP1111663)
Web of Science® Times Cited:2
Deposited By:Mathematics and Physics
Deposited On:2014-05-28
Last Modified:2017-10-30
Downloads:0

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