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Queueing Systems

, Volume 76, Issue 1, pp 21–36 | Cite as

A Lévy input fluid queue with input and workload regulation

  • Zbigniew Palmowski
  • Maria VlasiouEmail author
  • Bert Zwart
Article
  • 233 Downloads

Abstract

We consider a controlled queuing model with Lévy input. The controls take place at random times. They involve the current workload and the input processes and may also depend on whether the workload process has reached certain critical values since the last control epoch. We propose a solution strategy for deriving the steady-state distribution of this model which is based on recent advances in the fluctuation theory of spectrally one-sided Lévy process. We provide illustrative examples involving a clearing model, an inventory model, and a model for the TCP protocol.

Keywords

Fluctuation theory TCP model Inventory model Clearing model Workload Scale functions 

Mathematics Subject Classification (2000)

Primary: 60K25 Secondary: 60G51 

Notes

Acknowledgments

We are grateful to a referee for two extremely careful reviews of the paper and for providing many constructive comments. The work of Zbigniew Palmowski is partially supported by the Ministry of Science and Higher Education of Poland under the Grant N N201 412239 (2012–2013). The work of Maria Vlasiou is partially supported by an NWO MEERVOUD individual grant through project 632.003.002. Bert Zwart is supported by an NWO VIDI grant and an IBM faculty award, and is also affiliated with Eurandom, VU University Amsterdam, and Georgia Institute of Technology.

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  1. 1.University of WrocławWrocławPoland
  2. 2.Eindhoven University of TechnologyEindhovenThe Netherlands
  3. 3.CWIAmsterdamThe Netherlands

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