Abstract #301277


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JSM 2002 Abstract #301277
Activity Number: 358
Type: Contributed
Date/Time: Wednesday, August 14, 2002 : 2:00 PM to 3:50 PM
Sponsor: Section on Physical & Engineering Sciences*
Abstract - #301277
Title: Cumulant-Based Transient Analysis of State-Dependent Queueing Networks
Author(s): Timothy Matis*+
Affiliation(s): New Mexico State University
Address: P.O. Box 30001, MSC 4230, Las Cruces, New Mexico, 88012, USA
Keywords: queues ; queueing networks ; cumulants ; cumulant generating function ; transient solutions ; work in process
Abstract:

A new procedure that obtains summary measures for the state distribution of state-dependent Markovian queueing networks as they evolve over the transient period is developed. This procedure involves defining a partial differential equation that relates a moment generating function to the rates of possible changes in the network in a small interval of time. The partial differential equation then yields a closed set of approximating differential equations by utilizing a truncated cumulant generating function. Numerically solving these differential equations describes low order cumulants that correspond directly to key summary measures of the state distribution. This cumulant-based analysis procedure is illustrated by analyzing a queueing network with state-dependent rates and routings which models an idealized United States Army helicopter repair facility. Targeted improvements and monitoring at specific nodes is shown to reduce the work in process and increase the throughput for the entire network.


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