Exact computation of blocking probabilities in state-dependent multi-facility blocking models

In this paper, we develop a new general-purpose recursive algorithm for the exact computation of blocking probabilities in multi-facility blocking models with some forms of state-dependent arrival rates. The recursion is cast in terms of the partition function of a product-form model. A dynamic scaling procedure is also proposed to avoid numerical overflow or underflow. The recursion is sufficiently general to be applied to a variety of different state-dependent arrival processes and service rate functions.

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