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A computational approach to steady-state convergence of fluid limits for Coxian queuing networks with abandonment

机译:具有放弃的Coxian排队网络流体极限稳态收敛的计算方法

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摘要

Many-server queuing networks with general service and abandonment times have proven to be a realistic model for scenarios such as call centers and health-care systems. The presence of abandonment makes analytical treatment difficult for general topologies. Hence, such networks are usually studied by means of fluid limits. The current state of the art, however, suffers from two drawbacks. First, convergence to a fluid limit has been established only for the transient, but not for the steady state regime. Second, in the case of general distributed service and abandonment times, convergence to a fluid limit has been either established only for a single queue, or has been given by means of a system of coupled integral equations which does not allow for a numerical solution. By making the mild assumption of Coxian-distributed service and abandonment times, in this paper we address both drawbacks by establishing convergence in probability to a system of coupled ordinary differential equations (ODEs) using the theory of Kurtz. The presence of abandonments leads in many cases to ODE systems with a global attractor, which is known to be a sufficient condition for the fluid and the stochastic steady state to coincide in the limiting regime. The fact that our ODE systems are piecewise affine enables a computational method for establishing the presence of a global attractor, based on a solution of a system of linear matrix inequalities.
机译:具有一般服务和放弃时间的多服务器排队网络已被证明是呼叫中心和医疗保健系统等场景的现实模型。放弃的存在使一般拓扑难以进行分析处理。因此,通常通过流体极限来研究这种网络。然而,当前的技术水平具有两个缺点。首先,仅对于瞬态建立了到流体极限的收敛,而对于稳态状态则没有收敛。其次,在一般的分布式服务和放弃时间的情况下,收敛到流体极限已经或者仅针对单个队列建立,或者已经通过不允许数值解的耦合积分方程系统给出。通过对Coxian分布服务和放弃时间做出温和的假设,在本文中,我们通过使用Kurtz理论建立耦合常微分方程(ODE)系统的概率收敛来解决这两个缺点。遗弃的存在在许多情况下导致具有整体吸引子的ODE系统,众所周知,吸引子是流体和随机稳态在限制状态下重合的充分条件。基于线性矩阵不等式系统的解,我们的ODE系统是分段仿射的事实使建立全局吸引子存在的计算方法成为可能。

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