The advantage of small machines in a stochastic fluid production process

The advantage of small machines in a stochastic fluid production process

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Article ID: iaor19992267
Country: Germany
Volume: 47
Issue: 1
Start Page Number: 83
End Page Number: 97
Publication Date: Jan 1998
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors:
Abstract:

We consider a stochastic fluid production model, where m machines which are subject to breakdown and repair, produce a fluid at rate p > 0 per machine if it is working. This fluid is fed into an infinite buffer with stochastic output rate. Under the assumption that the machine processes are independent and identically distributed, we prove that the buffer content at time t is less than or equal to, in the increasing convex ordering, the buffer content at time t of a model with m′ m machines and production rate p′ = (m/m′)p. This formulation includes a conjecture posed by Mitra. Moreover, it is shown how to extend this result to Brownian flow systems, systems obtained by diffusion approximation and simple stochastic flow networks like tandem buffer and assembly systems.

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