Performance measures of a multi-layer Markovian fluid model

Performance measures of a multi-layer Markovian fluid model

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Article ID: iaor20091349
Country: Netherlands
Volume: 160
Issue: 1
Start Page Number: 99
End Page Number: 120
Publication Date: Apr 2008
Journal: Annals of Operations Research
Authors: ,
Keywords: Matrix-analytic methods
Abstract:

Our goal is to model the behaviour of the fluid in a buffer with threshold controls with a wide range of behaviour possible at the boundaries. To model this, we consider a class of Markovian fluid flow models with several layers, each with their own parameters, separated by boundaries. The behaviour of the fluid at each boundary is modelled by parameters unique to that boundary. We derive the Laplace–Stieltjes transforms of time-related performance measures of this model. This is illustrated with numerical examples. All results are obtained via techniques within the fluid flow environment, and useful physical interpretations are presented.

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