Abstract
We consider an infinite-server queue, where the arrival and service rates are both governed by a continuous-time Markov chain that is independent of all other aspects of the queue. Through constructing a pretty Markov process, several performance measures are derived by using the supplementary variable technique. In addition, special cases and numerical examples are studied in detail.
Similar content being viewed by others
References
Baykal-Gursoy, M., Xiao, W.: Stochastic decomposition in M/M/\(\infty \) queues with Markov modulated service rates. Queueing Syst. 48, 75–88 (2004)
Baykal-Gursoy, M., Xiao, W., Ozbay, K.: Modeling traffic flow interrupted by incidents. Eur. J. Oper. Res. 195, 127–138 (2009)
Blom, J., Kella, O., Mandjes, M.: Markov-modulated infinite-server queues with general service times. Queueing Syst. 76, 403–424 (2014)
Blom, J., Mandjes, M.: A large-deviations analysis of Markov-modulated infinite-server queues. Oper. Res. Lett. 41, 220–225 (2013)
Blom, J., Turck, K., Mandjes, M.: Refined large deviations asymptotics for Markov-modulated infinite-server systems. Eur. J. Oper. Res. 259, 1036–1044 (2017)
D’Auria, B.: Stochastic decomposition of the M/G/\(\infty \) queue in a random environment. Oper. Res. Lett. 35, 805–812 (2007)
Liu, Z., Yu, S.: The M/M/C queueing system in a random environment. J. Math. Anal. Appl. 436, 556–567 (2016)
Mahabhashyam, S., Gautam, N.: On queues with Markov modulated service rates. Queueing Syst. 51, 89–113 (2005)
Shen, M., Yan, S., Zhang, G., Park, J.: Finite-time \(\cal{H}_{\infty }\) static output control of Markov jump systems with an auxiliary approach. Appl. Math. Comput. 273, 553–561 (2016)
Shen, M., Ye, D., Wang, Q.: Mode-dependent filter design for Markov jump systems with sensor nonlinearities in finite frequency domain. Signal Process. 134, 1–8 (2017)
Zhu, Q.: Average optimality for continuous-time Markov decision processes with a policy iteration approach. J. Math. Anal. Appl. 339, 691–704 (2008)
Acknowledgements
The authors would like to sincerely thank the anonymous referees and the Editor for their valuable comments and suggestions, which help to improve the quality of this paper.
Author information
Authors and Affiliations
Corresponding author
Additional information
This research is supported by the National Natural Science Foundation of China 11671404.
Rights and permissions
About this article
Cite this article
Yu, S., Liu, Z. Stationary analysis of the infinite-server queue modulated by a multi-phase Markovian environment. J. Appl. Math. Comput. 58, 33–46 (2018). https://doi.org/10.1007/s12190-017-1132-1
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s12190-017-1132-1