Jpc. Blanc, THE POWER-SERIES ALGORITHM FOR POLLING SYSTEMS WITH TIME LIMITS, Probability in the engineering and informational sciences, 12(2), 1998, pp. 221-237
Citations number
13
Categorie Soggetti
Statistic & Probability","Operatione Research & Management Science","Engineering, Industrial","Statistic & Probability","Operatione Research & Management Science
This paper deals with evaluation and optimization of palling systems w
ith time limits. Performance measures are evaluated with the power-ser
ies algorithm, a flexible technique for computing performance measures
for multiqueue systems. The constant time limits are approximated by
Erlang distributed variables. The algorithm is extended to compute der
ivatives of performance measures. This allows for optimization of cost
functions with respect to the mean values of the time limits by gradi
ent methods. Several properties of the optimal time limits are reveale
d by the numerical solution of various optimization problems.