AGGREGATE APPROXIMATION FOR TANDEM QUEUEING SYSTEMS WITH PRODUCTION BLOCKING

概要

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In this paper, we study problems arising in applications of the cross aggregation method to tandem queueing systems with production blocking, and propose two types of applications with different state descriptions. The cross aggregation method provides a nested family of approximations of stationary state probabilities of the model by imposing several different levels of assumptions on independence among nodes. Namely, in Level 1 we derive an approximate model by looking at one node at a time, in Level 2 by looking at, two adjacent node at a time, in Level 3 by looking at three adjacent, nodes at a time, and so on. The method, however, cannot be applied in a naive form to tandem queueing systems with production blocking since the state space of the system is not a product space of individual state spaces of nodes. We propose two ways of state description to derive a Markov chain. Using one of them, the method can be applied in Levels 2, 3 and higher, but not in Level 1. Using the other, the method can be applied in any levels of approximation after modifying the Markov chain to have a product state space, but, transition rates of the modified chain become complicated. A comprehensive numerical test shows that, in most, cases the method provides very good approximations in Level 3 and sufficiently accurate approximations even in Level 2 for practical purposes
社団法人日本オペレーションズ・リサーチ学会の論文