Solving general multi-class closed queuing networks using parametric decomposition

Authors:
Kumar Satyam;Ananth Krishnamurthy;Manjunath Kamath
Affiliations:
Department of Decision Sciences and Engineering Systems, Rensselaer Polytechnic Institute, 110 8th Street, Troy, NY 12180, USA;Department of Industrial and Systems Engineering, University of Wisconsin-Madison, 1513 University Avenue, Madison, WI 53706, USA;School of Industrial Engineering and Management, Oklahoma State University, 322 Engineering North, Stillwater, OK 74078, USA
Venue:
Computers and Operations Research
Year:
2013

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Abstract

This paper presents a new approach to evaluate the performance of general multi-class closed queuing networks. The approach uses parametric characterization of the traffic processes to derive two-moment approximations for performance measures at individual nodes. Based on these approximations, linkage equations are derived to establish the relationships between the various nodes in the network. These relationships result in a system of non-linear equations that is solved using an iterative procedure. Numerical studies comparing the performance of the approach with detailed simulations suggest that the approach yields fairly accurate estimates of performance measures without significant computational complexity.