A Lévy input fluid queue with input and workload regulation

Z.B. Palmowski, M. Vlasiou, B. Zwart

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Abstract

We consider a controlled queuing model with Lévy input. The controls take place at random times. They involve the current workload and the input processes and may also depend on whether the workload process has reached certain critical values since the last control epoch. We propose a solution strategy for deriving the steady-state distribution of this model which is based on recent advances in the fluctuation theory of spectrally one-sided Lévy process. We provide illustrative examples involving a clearing model, an inventory model, and a model for the TCP protocol. Keywords: Fluctuation theory; TCP model; Inventory model; Clearing model; Workload; Scale functions
Original languageEnglish
Pages (from-to)21-36
JournalQueueing Systems: Theory and Applications
Volume76
Issue number1
DOIs
Publication statusPublished - 2014

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