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: | Mandjes Michel, Scheinhardt Werner, Foreest Nicky van |
Keywords: | markov processes |
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.