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A Lévy input fluid queue with input and workload regulation

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Abstract

We consider a controlled queuing model with Lévy input. The controls take place at random times. They involve the current workload and the input processes and may also depend on whether the workload process has reached certain critical values since the last control epoch. We propose a solution strategy for deriving the steady-state distribution of this model which is based on recent advances in the fluctuation theory of spectrally one-sided Lévy process. We provide illustrative examples involving a clearing model, an inventory model, and a model for the TCP protocol.

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Acknowledgments

We are grateful to a referee for two extremely careful reviews of the paper and for providing many constructive comments. The work of Zbigniew Palmowski is partially supported by the Ministry of Science and Higher Education of Poland under the Grant N N201 412239 (2012–2013). The work of Maria Vlasiou is partially supported by an NWO MEERVOUD individual grant through project 632.003.002. Bert Zwart is supported by an NWO VIDI grant and an IBM faculty award, and is also affiliated with Eurandom, VU University Amsterdam, and Georgia Institute of Technology.

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Correspondence to Maria Vlasiou.

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Palmowski, Z., Vlasiou, M. & Zwart, B. A Lévy input fluid queue with input and workload regulation. Queueing Syst 76, 21–36 (2014). https://doi.org/10.1007/s11134-013-9358-6

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