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  4. Exponential single server queues in an interactive random environment
 
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Exponential single server queues in an interactive random environment

Citation Link: https://doi.org/10.15480/882.5042
Publikationstyp
Journal Article
Date Issued
2023-06
Sprache
English
Author(s)
Otten, Sonja  
Krenzler, Ruslan  
Daduna, Hans  
Kruse, Karsten  orcid-logo
Institut
Mathematik E-10  
TORE-DOI
10.15480/882.5042
TORE-URI
http://hdl.handle.net/11420/15118
Journal
Stochastic systems  
Volume
13
Issue
2
Start Page
181
End Page
319
Citation
Stochastic Systems 13 (2): 181-319 (2023-06)
Publisher DOI
10.1287/stsy.2023.0106
Scopus ID
2-s2.0-85162763172
ArXiv ID
2006.15712
Publisher
INFORMS Applied Probability Society
Peer Reviewed
true
We consider exponential single server queues with state-dependent arrival and service rates that evolve under influences of external environments. The transitions of the queues are influenced by the environment’s state and the movements of the environment depend on the status of the queues (bidirectional interaction). The environment is constructed in a way to encompass various models from the recent Operations Research literature, where a queue is coupled with an inventory or with reliability issues. With a Markovian joint queueing-environment process, we prove separability for a large class of such interactive systems; that is, the steady state distribution is of product form and explicitly given. The queue and the environment processes decouple asymptotically and in steady state. For nonseparable systems, we develop ergodicity and exponential ergodicity criteria via Lyapunov functions. By examples we explain principles for bounding departure rates of served customers (throughputs) of nonseparable systems by throughputs of related separable systems as upper and lower bound.
Subjects
interactive random environment
product form steady state
Lyapunov functions
throughput bounds
production-inventory systems
DDC Class
510: Mathematik
Publication version
publishedVersion
Lizenz
https://creativecommons.org/licenses/by/4.0/
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