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

被引：0
|
作者：
Xindan Li
Dan Tang
Yongjin Wang
Xuewei Yang
机构：
[1] Nanjing University,School of Management and Engineering
[2] University of International Business and Economics,School of International Trade and Economics
[3] Nankai University,School of Business
来源：
Annals of Operations Research | 2014年 / 217卷
关键词：
Reflected jump-diffusion; Queueing systems; Optimal processing rate; Optimal buffer size;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：319 / 335
页数：16
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