Title :
Tail probability of transient and stationary waiting times in (max,+)-linear systems
Author :
Ayhan, Hayriye ; Seo, Dong-Won
Author_Institution :
Sch. of Ind. & Syst. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
fDate :
1/1/2002 12:00:00 AM
Abstract :
(Max,+) linear systems can be used to represent a class of queueing networks, such as acyclic or cyclic fork-and-join queueing networks, finite- or infinite-capacity tandem queueing networks with various types of blocking, synchronized queueing networks, and so on. In this paper, we derive explicit expressions for the tail probability of transient and stationary waiting times in Poisson-driven (max,+) linear systems. As an application of our results, we consider the problem of maximizing the long-run average throughput subject to a probabilistic constraint on stationary waiting times in (max,+) linear systems with deterministic service times
Keywords :
Poisson distribution; linear systems; optimisation; probability; queueing theory; stochastic processes; synchronisation; transient analysis; Poisson-driven (max,+)-linear systems; blocking; deterministic service times; fork-and-join queueing networks; input control; long-run average throughput maximization; probabilistic constraint; queueing networks; series expansions; stationary waiting times; stochastic event graphs; synchronized queueing networks; tail probability; tandem queueing networks; transient waiting times; Capacity planning; Intelligent networks; Laplace equations; Linear systems; Petri nets; Stochastic processes; Stochastic systems; Tail; Throughput; Virtual manufacturing;
Journal_Title :
Automatic Control, IEEE Transactions on