Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
Evaluation of Lyapunov exponent in generalized linear dynamical models of queueing networks. / Krivulin, N. K.
Proc. MATHMOD 09 Vienna Full Papers CD Volume. ed. / I. Troch; F. Breitenecker. ARGESIM, 2009. p. 279.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
}
TY - GEN
T1 - Evaluation of Lyapunov exponent in generalized linear dynamical models of queueing networks
AU - Krivulin, N. K.
N1 - Krivulin N. K. Evaluation of Lyapunov exponent in generalized linear dynamic models of queueing networks. In I. Troch, F. Breitenecker (eds). Proceedings MATHMOD 09 Vienna Abstract Volume. Vienna: AGRESIM Publishing House, 2009. P. 279.
PY - 2009
Y1 - 2009
N2 - The problem of evaluation of Lyapunov exponent in queueing network analysis is considered based on models and methods of idempotent algebra. General existence conditions for Lyapunov exponent to exist in generalized linear stochastic dynamic systems are given, and examples of evaluation of the exponent for systems with matrices of particular types are presented. A method which allow one to get the exponent is proposed based on some appropriate decomposition of the system matrix. A general approach to modeling of a wide class of queueing networks is taken to provide for models in the form of stochastic dynamic systems. It is shown how to find the mean service cycle time for the networks through the evaluation of Lyapunov exponent for their associated dynamic systems. As an illustration, the mean service time is evaluated for some systems including open and closed tandem queues with finite and infinite buffers, fork-join networks, and systems with round-robin routing.
AB - The problem of evaluation of Lyapunov exponent in queueing network analysis is considered based on models and methods of idempotent algebra. General existence conditions for Lyapunov exponent to exist in generalized linear stochastic dynamic systems are given, and examples of evaluation of the exponent for systems with matrices of particular types are presented. A method which allow one to get the exponent is proposed based on some appropriate decomposition of the system matrix. A general approach to modeling of a wide class of queueing networks is taken to provide for models in the form of stochastic dynamic systems. It is shown how to find the mean service cycle time for the networks through the evaluation of Lyapunov exponent for their associated dynamic systems. As an illustration, the mean service time is evaluated for some systems including open and closed tandem queues with finite and infinite buffers, fork-join networks, and systems with round-robin routing.
UR - https://www.argesim.org/fileadmin/user_upload_argesim/ARGESIM_Publications_OA/MATHMOD_Publications_OA/MATHMOD_2009_AR34_35/arep.34.pdf
M3 - Conference contribution
SN - 978-3-901608-35-3
SP - 279
BT - Proc. MATHMOD 09 Vienna Full Papers CD Volume
A2 - Troch, I.
A2 - Breitenecker, F.
PB - ARGESIM
ER -
ID: 4409255