A fixed-point algorithm for closed queueing networks

Authors:
Ramin Sadre;Boudewijn R. Haverkort;Patrick Reinelt
Affiliations:
University of Twente, Dept. Electrical Engineering, Mathematics and Computer Science, AE Enschede, The Netherlands;University of Twente, Dept. Electrical Engineering, Mathematics and Computer Science, AE Enschede, The Netherlands;University of Twente, Dept. Electrical Engineering, Mathematics and Computer Science, AE Enschede, The Netherlands
Venue:
EPEW'07 Proceedings of the 4th European performance engineering conference on Formal methods and stochastic models for performance evaluation
Year:
2007

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Abstract

In this paper we propose a new efficient iterative scheme for solving closed queueing networks with phase-type service time distributions. The method is especially efficient and accurate in case of large numbers of nodes and large customer populations. We present the method, put it in perspective, and validate it through a large number of test scenarios. In most cases, the method provides accuracies within 5% relative error (in comparison to discrete-event simulation).