EURO Working Group on Stochastic Modelling

FIRST MEETING: 19-21 APRIL 2006, AMSTERDAM

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Abstracts

Diederik Claerhout, The Allocation of Safety Time in Queueing Networks

One of the tools to control the workload in a system is fine-tuning releases. In contrast with load limited release mechanisms which can be modelled by closed queueing networks, we did not find satisfying queueing models for time-phased release mechanisms. First, we translate the output of open queueing networks into operational decisions by setting release authorizations. The latter implies the allocation of safety time. Secondly, we study the impact of these time-phased release decisions by incorporating release authorizations into open queueing networks. Concentrating on the parametric-decomposition approximations of queueing networks, we analyse the impact of release authorizations on the traffic variability equations. Release authorizations can be modelled as imposing minimum lead times at nodes without blocking servers. By studying a probability space with events distinguished by the influence of the imposed minimum lead times on the departure and by quantifying the first two moments of the interdeparture times for all events, a conditional variance relation yields the squared coefficient of variation for the modified departure process.