Two-Dimensional Markov Processes and Their Applications to Memoryless Queues

We have already seen Markov processes in which each state is represented by a vector. These Markov processes offer a convenient way to refer to a state (in fact, this was nothing more than giving names to states). Such was the case, for example, when we dealt with open and closed networks of queues, and with multiclass single-server queues. In this respect there is nothing new in this chapter where the states will be represented by two-dimensional vectors; that is, a state will be referred to by the pair of nonnegative integers (i, j). However, in an attempt to generalize some results from one-dimensional birth-and-death precesses, we will impose the following restrictions on the model:

[1]  Marcel F. Neuts,et al.  Matrix-Geometric Solutions in Stochastic Models , 1981 .

[2]  G. Fayolle,et al.  The solution of certain two-dimensional Markov models , 1982, Advances in Applied Probability.

[3]  E. Altman,et al.  Correction to “Optimal Routing Among •/M/1 Queues with Partial Information” , 2005 .

[4]  Moshe Haviv,et al.  Computational schemes for two exponential servers where the first has a finite buffer , 2011, RAIRO Oper. Res..

[5]  Guy Latouche,et al.  A general class of Markov processes with explicit matrix-geometric solutions , 1986 .

[6]  Yoni Nazarathy,et al.  A Push–Pull Network with Infinite Supply of Work , 2009, Queueing Syst. Theory Appl..

[7]  Rafael Hassin Decentralized regulation of a queue , 1995 .

[8]  I. J. B. F. Adan,et al.  A compensation approach for two-dimensional Markov processes , 1993, Advances in Applied Probability.

[9]  Eitan Altman,et al.  Optimal Routing Among ⋅/M/1 Queues with Partial Information , 2004 .

[10]  Moshe Haviv,et al.  The age of the arrival process in the G/M/1 and M/G/1 queues , 2011, Math. Methods Oper. Res..

[11]  Refael Hassin,et al.  On the advantage of being the first server , 1996 .

[12]  Ivo J. B. F. Adan,et al.  Matrix-geometric analysis of the shortest queue problem with threshold jockeying , 1993, Oper. Res. Lett..

[13]  J. Kingman Two Similar Queues in Parallel , 1961 .

[14]  Antonis Economou,et al.  Equilibrium customer strategies in a single server Markovian queue with setup times , 2007, Queueing Syst. Theory Appl..