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Abstract

We construct a generalized reward matrix Z(s) which is an extension of the fluid generator Q(s) of a stochastic fluid model (SFM). We consider the generators that are projections of Z(s) including the generator Q(s), and discuss the application of the resulting generators in different contexts.One such projection, Z+(s), is used to define a matrix M, which records the expected number of crossings of level 0. We use the elements of M and its physical interpretation to derive an explicit equation for the matrix Ψ, which is a key building block to many other performance measures. Work on algorithmic techniques to efficiently compute M are in progress.

Item Type:	Article
Authors/Creators:	Samuelson, A and O'Reilly, MM and Bean, NG
Keywords:	stochastic fluid models, generalized reward generator, Laplace-Stieltjes transforms, matrix-analytic methods
Journal or Publication Title:	Stochastic Models
Publisher:	Marcel Dekker Inc
ISSN:	1532-6349
DOI / ID Number:	https://doi.org/10.1080/15326349.2017.1347883
Copyright Information:	Copyright 2017 Taylor & Francis
Related URLs:	UTAS Profile: Samuelson, A UTAS Profile: O'Reilly, MM
Item Statistics:	View statistics for this item

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