Continuous feedback fluid queues

Continuous feedback fluid queues

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Article ID: iaor20061032
Country: Netherlands
Volume: 33
Issue: 6
Start Page Number: 551
End Page Number: 559
Publication Date: Nov 2005
Journal: Operations Research Letters
Authors: , ,
Keywords: markov processes
Abstract:

We investigate a fluid queue with feedback from the (finite) buffer to the background process. The latter behaves as a continuous-time Markov chain, but the generator (and traffic rates) depend continuously on the current buffer level. We derive the Kolmogorov equations, and, for two-state background processes, the explicit stationary distribution.

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