Confidence Intervals for Performance Measures of M/M/1M/M/1 Queue with Constant Retrial Policy

Dmitry Efrosinin, Anastasia Winkler, Martin Pinzger

Research output: Contribution to journalArticlepeer-review

Abstract

We consider the problem of estimation and confidence interval construction of a Markovian controllable queueing system with unreliable server and constant retrial policy. For the fully observable system the standard parametric estimation technique is used. The arrived customer finding a free server either gets service immediately or joins a retrial queue. The customer at the head of the retrial queue is allowed to retry for service. When the server is busy, it is subject to breakdowns. In a failed state the server can be repaired with respect to the threshold policy: the repair starts when the number of customers in the system reaches a fixed threshold level. To obtain the estimates for the system parameters, performance measures and optimal threshold level we analyze the system in a stationary regime. The performance measures including average cost function for the given cost structure are presented in a closed matrix form.
Original languageEnglish
Article number1550046
Number of pages12
JournalAsia-Pacific Journal of Operational Research
Volume32
Issue number06
DOIs
Publication statusPublished - 2015

Fields of science

  • 101 Mathematics
  • 101014 Numerical mathematics
  • 101018 Statistics
  • 101019 Stochastics
  • 101024 Probability theory

JKU Focus areas

  • Computation in Informatics and Mathematics
  • Engineering and Natural Sciences (in general)

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