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題名 以向量表示求解有限佇列的計算方法
Implementation of Vector Product-Form Approach in Ck/Cm/1/N Queueing Systems
作者 陳瓏元
Chen Lung Yuan
貢獻者 陸行
陳瓏元
Chen Lung Yuan
關鍵詞 等候系統
Queue
Coxian distributions
Vector product-forms
Phase-type probability distributions
日期 2005
上傳時間 17-Sep-2009 13:50:46 (UTC+8)
摘要 這一篇論文裡,我們討論如何計算開放式有限容量等候系統的穩定機率。其中到達時間和服務時間的機率分配都是Coxian分配。我們利用向量表示法(Product-Form Method)求解穩定機率,並建立C_{k}/C_{m}/1/4與C_{k}/C_{m}/1/6的穩定機率之表格。在使用向量表示法的過程中,計算所需的時間與系統容量無關。因此,在我們計算穩定機率的經驗中,當N>100時,我們可以明顯感覺出向量表示法比一般傳統方法有更快的計算速度。
In this thesis, we study the C_{k}/C_{m}/1/N open queueing system with finite capacity, N. We use the product-form method to solve the steady-state probabilities and give tables of numerical results in examples of C_{k}/C_{m}/1/4 and C_{k}/C_{m}/1/6. The merit of this method is that the computation time is independent of N. In our computational experiments, we have observed that when the capacity size of queueing system, N>100, the computing efficiency of the product-form method is much better than that of a traditional method.
參考文獻 Bellman R., Introduction to Matrix Analysis,MacGraw-Hill, London, (1960).
Bertsimas D., An analytic approach to a general class
of G/G/s queueing systems. Operations Research 38, 139-155, (1990).
Chao, X., Pinedo, M. and Shaw, D.,An Assembly Network of Queues with Product Form Solution. Journal of Applied Probability, 33, 858-869, (1996).
Chao, X., Miyazawa, M., Serfozo, R., and Takada. H., Necessary and sufficient conditions for product form queueing networks. Queueing Systems, Vol 28, 377-401,(1998).
Le Boudec, J.Y., Steady-state probabilities of the PH/PH/1 queue. Queueing Systems 3, 73-88, (1988).
Luh, H.\\, Matrix product-form solutions of stationary probabilities in tandem queues. Journal of the Operations Research 42-4, 436-656, (1999).
Liu, S. Y. Invariant Subspace of Solving C_{k}/C_{m}/1, Master thesis National Chengchi University.(2004)
Neuts, M.F., Matrix-Geometric Solutions in Stochastic Models. The John Hopkins University Press, (1981).
Neuts, M.F., and Takahashi, Y., Asymptotic behavior of the stationary distributions in the GI/PH/c queue with heterogeneous servers. Z.\\ Wahrscheinlichkeitstheorie verw.\\ Gebiete, 57, 441-452, (1988).
Wang, S. Y. A New Approach to Analyze Stationary Probability Distribution of a PH/PH/1/N Queue, Master thesis National Chengchi University.(2002)
描述 碩士
國立政治大學
應用數學研究所
92751015
94
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0927510151
資料類型 thesis
dc.contributor.advisor 陸行zh_TW
dc.contributor.author (Authors) 陳瓏元zh_TW
dc.contributor.author (Authors) Chen Lung Yuanen_US
dc.creator (作者) 陳瓏元zh_TW
dc.creator (作者) Chen Lung Yuanen_US
dc.date (日期) 2005en_US
dc.date.accessioned 17-Sep-2009 13:50:46 (UTC+8)-
dc.date.available 17-Sep-2009 13:50:46 (UTC+8)-
dc.date.issued (上傳時間) 17-Sep-2009 13:50:46 (UTC+8)-
dc.identifier (Other Identifiers) G0927510151en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/32611-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 應用數學研究所zh_TW
dc.description (描述) 92751015zh_TW
dc.description (描述) 94zh_TW
dc.description.abstract (摘要) 這一篇論文裡,我們討論如何計算開放式有限容量等候系統的穩定機率。其中到達時間和服務時間的機率分配都是Coxian分配。我們利用向量表示法(Product-Form Method)求解穩定機率,並建立C_{k}/C_{m}/1/4與C_{k}/C_{m}/1/6的穩定機率之表格。在使用向量表示法的過程中,計算所需的時間與系統容量無關。因此,在我們計算穩定機率的經驗中,當N>100時,我們可以明顯感覺出向量表示法比一般傳統方法有更快的計算速度。zh_TW
dc.description.abstract (摘要) In this thesis, we study the C_{k}/C_{m}/1/N open queueing system with finite capacity, N. We use the product-form method to solve the steady-state probabilities and give tables of numerical results in examples of C_{k}/C_{m}/1/4 and C_{k}/C_{m}/1/6. The merit of this method is that the computation time is independent of N. In our computational experiments, we have observed that when the capacity size of queueing system, N>100, the computing efficiency of the product-form method is much better than that of a traditional method.en_US
dc.description.tableofcontents 1 Introduction 1
2 The Model 4
2.1 Interarrival and Service Times................4
2.2 Matrix of Transition Rates....................6
2.3 Balance Equations.............................8
2.4 Vector Product-Form Solutions.................9
2.4.1 Case of Simple Roots....................9
2.4.2 A simple Case of Multiple Roots........12
2.5 Boundary State Probabilities.................13
2.6 Performance Measures.........................14
3 A Summary of the Algorithm 16
3.1 The Algorithm................................16
3.2 Example of C2/C2/1/7 Systems.................17
3.2.1 The Example of Case 1 of rho<1.........17
3.2.2 The Example of Case 2 of rho>1.........20
4 Numerical Experiments 24
4.1 Using the Product-Form Method by Matlab......25
4.2 Case 1: Ck/Cm/1/4............................27
4.3 Case 2: Ck/Cm/1/6............................31
5 Conclusions and Remarks 36
References 37
Appendix A 39
Appendix B 40
zh_TW
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dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0927510151en_US
dc.subject (關鍵詞) 等候系統zh_TW
dc.subject (關鍵詞) Queueen_US
dc.subject (關鍵詞) Coxian distributionsen_US
dc.subject (關鍵詞) Vector product-formsen_US
dc.subject (關鍵詞) Phase-type probability distributionsen_US
dc.title (題名) 以向量表示求解有限佇列的計算方法zh_TW
dc.title (題名) Implementation of Vector Product-Form Approach in Ck/Cm/1/N Queueing Systemsen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) Bellman R., Introduction to Matrix Analysis,MacGraw-Hill, London, (1960).zh_TW
dc.relation.reference (參考文獻) Bertsimas D., An analytic approach to a general classzh_TW
dc.relation.reference (參考文獻) of G/G/s queueing systems. Operations Research 38, 139-155, (1990).zh_TW
dc.relation.reference (參考文獻) Chao, X., Pinedo, M. and Shaw, D.,An Assembly Network of Queues with Product Form Solution. Journal of Applied Probability, 33, 858-869, (1996).zh_TW
dc.relation.reference (參考文獻) Chao, X., Miyazawa, M., Serfozo, R., and Takada. H., Necessary and sufficient conditions for product form queueing networks. Queueing Systems, Vol 28, 377-401,(1998).zh_TW
dc.relation.reference (參考文獻) Le Boudec, J.Y., Steady-state probabilities of the PH/PH/1 queue. Queueing Systems 3, 73-88, (1988).zh_TW
dc.relation.reference (參考文獻) Luh, H.\\, Matrix product-form solutions of stationary probabilities in tandem queues. Journal of the Operations Research 42-4, 436-656, (1999).zh_TW
dc.relation.reference (參考文獻) Liu, S. Y. Invariant Subspace of Solving C_{k}/C_{m}/1, Master thesis National Chengchi University.(2004)zh_TW
dc.relation.reference (參考文獻) Neuts, M.F., Matrix-Geometric Solutions in Stochastic Models. The John Hopkins University Press, (1981).zh_TW
dc.relation.reference (參考文獻) Neuts, M.F., and Takahashi, Y., Asymptotic behavior of the stationary distributions in the GI/PH/c queue with heterogeneous servers. Z.\\ Wahrscheinlichkeitstheorie verw.\\ Gebiete, 57, 441-452, (1988).zh_TW
dc.relation.reference (參考文獻) Wang, S. Y. A New Approach to Analyze Stationary Probability Distribution of a PH/PH/1/N Queue, Master thesis National Chengchi University.(2002)zh_TW