Continuous feedback fluid queues


Scheinhardt, W.R.W. and Foreest, N.D. van and Mandjes, M.R.H. (2003) Continuous feedback fluid queues. [Report]

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Abstract:We investigate a fluid buffer which is modulated by a stochastic background process, while the momentary behavior of the background process depends on the current buffer level in a continuous way. Loosely speaking the feedback is such that the background process behaves `as a Markov process' with generator $Q(y)$ at times when the buffer level is $y$, where the entries of $Q(y)$ are continuous functions of $y$. Moreover, the flow rates for the buffer may also depend continuously on the current buffer level. Such models are interesting in the context of closed-loop telecommunication networks, in which sources interact with network buffers, but may also be deployed in the study of certain production systems.
Item Type:Report
Additional information:Imported from MEMORANDA
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Metis ID: 212725