A Lévy input fluid queue with input and workload regulation

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

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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
Originele taal-2Engels
Pagina's (van-tot)21-36
TijdschriftQueueing Systems: Theory and Applications
Nummer van het tijdschrift1
StatusGepubliceerd - 2014

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