Lookup NU author(s): Emeritus Professor Isi Mitrani
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The existing exact solutions for Markov-modulated queues are computationally intensive and prone to numerical problems when the number of states of the Markovian environment becomes large. To address this problem, a simple geometric approximation is proposed. It uses the dominant eigenvalue of the characteristic matrix polynomial, together with the associated left eigenvector. That approximation is shown to be asymptotically exact in heavy traffic. In other cases, its accuracy is examined numerically.
Author(s): Mitrani I
Publication type: Article
Publication status: Published
Journal: Performance Evaluation
ISSN (print): 0166-5316
ISSN (electronic): 1872-745X
Publisher: Elsevier BV
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