Skip to main content
Log in

Markov-modulated fluid flow model with server maintenance period

  • Research Article
  • Published:
Journal of the Korean Statistical Society Aims and scope Submit manuscript

Abstract

We consider a Markov-modulated fluid flow model with server maintenance period. As soon as the fluid level reaches zero, the server begins a maintenance period of a random length. During the maintenance period, fluid arrives from outside depending on the state of the background Markov process and the level increases either vertically or linearly. This model can be applied to various real-world systems such as inventory systems and production systems. We first derive the distribution of the fluid level and the mean performance measures. Then, we present some numerical examples to show the effect of the maintenance time.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5

Similar content being viewed by others

References

  • Aggarwal, V., Gautam, N., Kumara, S. R. T., & Greaves, M. (2005). Stochastic fluid flow models for determining optimal switching thresholds. Performance Evaluation, 59(1), 19–46.

    Article  Google Scholar 

  • Ahn, S. (2009). A transient analysis of Markov fluid models with jumps. Journal of the Korean Statistical Society, 38(4), 351–366.

    Article  MathSciNet  MATH  Google Scholar 

  • Ahn, S., Badescu, A. L., & Ramaswami, V. (2007). Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier. Queueing Systems, 55(4), 207–222.

    Article  MathSciNet  MATH  Google Scholar 

  • Ahn, S., Jeon, J., & Ramaswami, V. (2005). Steady state analysis for finite fluid flow models using finite QBDs. Queueing Systems, 49, 223–259.

    Article  MathSciNet  MATH  Google Scholar 

  • Ahn, S., & Ramaswami, V. (2003). Fluid flow models and queues : A connection by stochastic coupling. Stochastic Models, 19(3), 325–348.

    Article  MathSciNet  MATH  Google Scholar 

  • Ahn, S., & Ramaswami, V. (2004). Transient analysis of fluid flow models via stochastic coupling to a queue. Stochastic Models, 20(1), 71–101.

    Article  MathSciNet  MATH  Google Scholar 

  • Ahn, S., & Ramaswami, V. (2005). Efficient algorithms for transient analysis of stochastic fluid flow models. Journal of Applied Probability, 42, 531–549.

    Article  MathSciNet  MATH  Google Scholar 

  • Anick, D., Mitra, D., & Sondhi, M. (1982). Stochastic theory of a data handling system with multiple sources. Bell System Technical Journal, 61, 1871–1894.

    Article  MathSciNet  Google Scholar 

  • Asmussen, S. (1995). Stationary distributions for fluid flow models with or without Brownian noise. Stochastic Models, 11(1), 21–49.

    Article  MathSciNet  MATH  Google Scholar 

  • Badescu, A. L., Breuer, L., Soares, A. D. S., & Latouche, G. (2005). Risk processes analyzed as fluid queues. Scandinavian Actuarial Journal, 2005(2), 127–141.

    Article  MathSciNet  MATH  Google Scholar 

  • Badescu, A. L., & Landriault, D. (2009). Applications of fluid flow matrix analytic methods in ruin theory—a review. Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A: Matematicas (RACSAM), 103(2), 353–372.

    MathSciNet  MATH  Google Scholar 

  • Baek, J. W., Lee, H. W., Lee, S. W., & Ahn, S. (2008). A factorization property for BMAP/G/1 vacation queues under variable service speed. Annals of Operations Research, 160, 19–29.

    Article  MathSciNet  MATH  Google Scholar 

  • Baek, J. W., Lee, H. W., Lee, S. W., & Ahn, S. (2011). A Markov-modulated fluid flow queueing model under D-policy. Numerical Linear Algebra with Applications, 18, 993–1010.

    Article  MathSciNet  MATH  Google Scholar 

  • Baek, J.W., Lee, H.W., Lee, S.W., Ahn, S., (2013). Factorization properties for a MAP-modulated fluid flow model under server vacation policies. In Matrix-analytic methods in Stochastic models (pp. 1–24). Springer, New York, NY.

  • Baek, J. W., Lee, H. W., Lee, S. W., & Ahn, S. (2013). A MAP-modulated fluid flow model with multiple vacations. Annals of Operations Research, 202(1), 19–34.

    Article  MathSciNet  MATH  Google Scholar 

  • Balachandran, K. R., & Tijms, H. (1975). Control Policies for a single server system. Management Science, 21(9), 1073–1076.

    MathSciNet  MATH  Google Scholar 

  • Boxma, O. J. (1976). Note on a control problem of Balachandran and Tijms. Management Science, 22(8), 916–917.

    Article  MathSciNet  MATH  Google Scholar 

  • Chang, S. H., Takine, T., Chae, K. C., & Lee, H. W. (2002). A unified queue length formula for BMAP/G/1 queue with generalized vacations. Stochastic Models, 18(3), 369–386.

    Article  MathSciNet  MATH  Google Scholar 

  • Doshi, B. T. (1986). Queueing systems with vacations: Survey. Queueing Systems, 1(1), 29–66.

    Article  MathSciNet  MATH  Google Scholar 

  • Kulkarni, V. G., & Yan, K. (2007). A fluid model with upward jumps at the boundary. Queueing System, 56(2), 103–117.

    Article  MathSciNet  MATH  Google Scholar 

  • Lee, H. S., & Srinivasan, M. M. (1989). Control policies for the \(M^X /G/1\) queueing system. Management Science, 35(6), 708–721.

    MathSciNet  MATH  Google Scholar 

  • Lee, H. W., Ahn, B. Y., & Park, N. I. (2001). Decompositions of the queue length distributions in the MAP/G/1 queue under multiple and single vacations with N-policy. Stochastic Models, 17(2), 157–190.

    Article  MathSciNet  MATH  Google Scholar 

  • Lee, H. W., & Baek, J. W. (2005). BMAP/G/1 queue under D-policy: Queue length analysis. Stochastic Models, 21(2 & 3), 1–21.

    MathSciNet  MATH  Google Scholar 

  • Levy, H., & Yechiali, U. (1975). Utilization of idle time in an M/G/1 queueing system. Management Science, 22(2), 202–211.

    Article  MATH  Google Scholar 

  • Lucantoni, D. M. (1991). New results on the single server queue with BMAP. Stochastic Models, 7(1), 1–46.

    Article  MathSciNet  MATH  Google Scholar 

  • Mao, B., Wang, F., & Tian, N. (2010). Fluid model driven by an M/M/1 queue with multiple exponential vacations. In: Proceedings of the second international conference on advanced computer control, vol. 3, pp 112–115.

  • Mao, B., Wang, F., & Tian, N. (2010). Fluid model driven by an M/M/1/N queue with single vacation. International Journal of Information and Management Sciences, 21, 29–40.

    MathSciNet  MATH  Google Scholar 

  • Mitra, D. (1988). Stochastic theory of a fluid model of producers and consumers coupled by a buffer. Advances in Applied Probability, 20(3), 646–676.

    Article  MathSciNet  MATH  Google Scholar 

  • Miyazawa, M., & Takada, H. (2002). A Matrix exponential form for hitting probabilities and its application to a Markov modulated fluid queue with downward jumps. Journal of Applied Probability, 39(3), 604–618.

    Article  MathSciNet  MATH  Google Scholar 

  • Takada, H. (2001). Markov modulated fluid queues with batch fluid arrivals. Journal of the Operations Research Society of Japan, 44(4), 334–365.

    Article  MathSciNet  MATH  Google Scholar 

  • Yan, K., & Kulkarni, V. G. (2008). Optimal inventory policies under stochastic production and demand Rates. Stochastic Models, 24(2), 173–190.

    Article  MathSciNet  MATH  Google Scholar 

  • Yeralan, S., Franck, W. E., & Quasem, M. A. (1986). A continuous materials flow production line model with station breakdown. European Journal of Operational Research, 27(3), 289–300.

    Article  MATH  Google Scholar 

Download references

Acknowledgements

Jung Woo Baek was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education (NRF-2018R1D1A1B07043146). Soohan Ahn acknowledge the support by the Basic Science Research Program through the National Research Foundation of Korea funded by the Ministry of Education, Science and Technology (Grant numbers NRF-2018R1D1A1A09082881).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ho Woo Lee.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Baek, J.W., Lee, H.W. & Ahn, S. Markov-modulated fluid flow model with server maintenance period. J. Korean Stat. Soc. 49, 395–421 (2020). https://doi.org/10.1007/s42952-019-00020-0

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s42952-019-00020-0

Keywords

Navigation