Optimal processing rate and buffer size of a jump-diffusion processing system

被引：2

作者：

Li, Xindan ^{[1
]}

Tang, Dan ^{[2
]}

Wang, Yongjin ^{[3
]}

Yang, Xuewei ^{[1
]}

机构：

[1] Nanjing Univ, Sch Management & Engn, Nanjing 210093, Jiangsu, Peoples R China

[2] Univ Int Business & Econ, Sch Int Trade & Econ, Beijing 100029, Peoples R China

[3] Nankai Univ, Sch Business, Tianjin 300071, Peoples R China

来源：

ANNALS OF OPERATIONS RESEARCH | 2014年 / 217卷 / 01期

关键词：

Reflected jump-diffusion; Queueing systems; Optimal processing rate; Optimal buffer size; CONDITIONAL DEFAULT PROBABILITY; 1ST PASSAGE TIMES; REGULATED MARKET; LEVY PROCESSES; DRIFT CONTROL; MODEL; OPTIONS; MAINTENANCE;

D O I：

10.1007/s10479-013-1521-2

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we propose a reflected jump-diffusion model for processing systems with finite buffer size. We derive an analytic expression for the total expected discounted managing cost, which facilitates finding (numerically) the optimal processing rate and buffer size that minimize the total cost. Moreover, the formula for steady-state density of the processing system is obtained.

引用

页码：319 / 335

页数：17

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