On structural properties of the value function for an unbounded jump Markov process with an application to a processor-sharing retrial queue

S. Bhulai, A.C. Brooms, F.M. Spieksma

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

The derivation of structural properties for unbounded jump Markov processes cannot be done using standard mathematical tools, since the analysis is hindered due to the fact that the system is not uniformizable. We present a promising technique, a smoothed rate truncation method, to overcome the limitations of standard techniques and allow for the derivation of structural properties. We introduce this technique by application to a processor sharing queue with impatient customers that can retry if they renege. We are interested in structural properties of the value function of the system as a function of the arrival rate. © 2013 Springer Science+Business Media New York.
Original languageEnglish
Pages (from-to)425-446
JournalQueueing Systems
Volume76
Issue number4
DOIs
Publication statusPublished - 2014

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