Title

A new algorithm for the design of finite capacity service units

Document Type

Conference Proceeding

Publication Date

1-1-1999

Publication Title

Numerical Solution of Markov Chains

Conference Name

Third international Conference on the Numerical Solution of Markov Chains

Abstract

In this paper we present a new algorithm for the design of finite capacity service units with phase type arrivals and phase type services. These systems are very useful in manufacturing and production areas. Using cyclic reduction method that exploits both inner and outer structures of the generator of the Markov process governing PH/PH/1/N queue, we develop a new, fast and numerically efficient algorithm for solving the steady state probability vector. This fast algorithm can interactively be used in solving a number of optimization problems that require searching for an optimal value of N. Comparison of our algorithm to that of block Gauss-Seidel iterative procedure and to the matrix sign function approach for selected examples is presented.

Comments

Conference held in Saragoza, Spain. ISBN 84-7733-512-5.

Rights Statement

© 1999 Prensas Universitarias de Zaragoza

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