Analysis and optimization of vacation and polling models with retrials

We study a vacation-type queueing model, and a single-server multi-queue polling model, with the special feature of retrials. Just before the server arrives at a station there is some deterministic glue period. Customers (both new arrivals and retrials) arriving at the station during this glue period will be served during the visit of the server. Customers arriving in any other period leave immediately and will retry after an exponentially distributed time. Our main focus is on queue length analysis, both at embedded time points (beginnings of glue periods, visit periods and switch- or vacation periods) and at arbitrary time points.Comment: Keywords: vacation queue, polling model, retrials Submitted for review to Performance evaluation journal, as an extended version of 'Vacation and polling models with retrials', by Onno Boxma and Jacques Resin

The 13C nuclear magnetic resonance in graphite intercalation compounds

The (13)C NMR chemical shifts of graphite intercalation compounds were calculated. For acceptor types, the shifts come mainly from the paramagnetic (Ramsey) intra-atomic terms. They are related to the gross features of the two-dimensional band structures. The calculated anisotropy is about -140 ppm and is independent of the finer details such as charge transfer. For donor types, the carbon 2p pi orbitals are spin-polarized because of mixing with metal conduction electrons, thus there is an additional dipolar contribution which may be correlated with the electronic specific heat. The general agreement with experimental data is satisfactory

Heavy traffic analysis of a polling model with retrials and glue periods

We present a heavy traffic analysis of a single-server polling model, with the special features of retrials and glue periods. The combination of these features in a polling model typically occurs in certain optical networking models, and in models where customers have a reservation period just before their service period. Just before the server arrives at a station there is some deterministic glue period. Customers (both new arrivals and retrials) arriving at the station during this glue period will be served during the visit of the server. Customers arriving in any other period leave immediately and will retry after an exponentially distributed time. As this model defies a closed-form expression for the queue length distributions, our main focus is on their heavy-traffic asymptotics, both at embedded time points (beginnings of glue periods, visit periods and switch periods) and at arbitrary time points. We obtain closed-form expressions for the limiting scaled joint queue length distribution in heavy traffic and use these to accurately approximate the mean number of customers in the system under different loads.Comment: 23 pages, 2 figure

Condition-based maintenance at both scheduled and unscheduled opportunities

Motivated by original equipment manufacturer (OEM) service and maintenance practices we consider a single component subject to replacements at failure instances and two types of preventive maintenance opportunities: scheduled, which occur due to periodic system reviews of the equipment, and unscheduled, which occur due to failures of other components in the system. Modelling the state of the component appropriately and incorporating a realistic cost structure for corrective maintenance as well as condition-based maintenance (CBM), we derive the optimal CBM policy. In particular, we show that the optimal long-run average cost policy for the model at hand is a control-limit policy, where the control limit depends on the time until the next scheduled opportunity. Furthermore, we explicitly calculate the long-run average cost for any given control-limit time dependent policy and compare various policies numerically.Comment: published at proceedings of the 9th IMA International Conference on Modelling in Industrial Maintenance and Reliability (MIMAR), 201

Optimizing the Throughput of Particulate Streams Subject to Blocking

Filtration, flow in narrow channels and traffic flow are examples of processes subject to blocking when the channel conveying the particles becomes too crowded. If the blockage is temporary, which means that after a finite time the channel is flushed and reopened, one expects to observe a maximum throughput for a finite intensity of entering particles. We investigate this phenomenon by introducing a queueing theory inspired, circular Markov model. Particles enter a channel with intensity $\lambda$ and exit at a rate $\mu$. If $N$ particles are present at the same time in the channel, the system becomes blocked and no more particles can enter until the blockage is cleared after an exponentially distributed time with rate $\mu^*$. We obtain an exact expression for the steady state throughput (including the exiting blocked particles) for all values of $N$. For $N=2$ we show that the throughput assumes a maximum value for finite $\lambda$ if $\mu^*/\mu < 1/4$. The time-dependent throughput either monotonically approaches the steady state value, or reaches a maximum value at finite time. We demonstrate that, in the steady state, this model can be mapped to a previously introduced non-Markovian model with fixed transit and blockage times. We also examine an irreversible, non-Markovian blockage process with constant transit time exposed to an entering flux of fixed intensity for a finite time and we show that the first and second moments of the number of exiting particles are maximized for a finite intensity.Comment: 20 pages, 13 figure

Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times

We investigate an insurance risk model that consists of two reserves which receive income at fixed rates. Claims are being requested at random epochs from each reserve and the interclaim times are generally distributed. The two reserves are coupled in the sense that at a claim arrival epoch, claims are being requested from both reserves and the amounts requested are correlated. In addition, the claim amounts are correlated with the time elapsed since the previous claim arrival. We focus on the probability that this bivariate reserve process survives indefinitely. The infinite- horizon survival problem is shown to be related to the problem of determining the equilibrium distribution of a random walk with vector-valued increments with reflecting boundary. This reflected random walk is actually the waiting time process in a queueing system dual to the bivariate ruin process. Under assumptions on the arrival process and the claim amounts, and using Wiener-Hopf factor- ization with one parameter, we explicitly determine the Laplace-Stieltjes transform of the survival function, c.q., the two-dimensional equilibrium waiting time distribution. Finally, the bivariate transforms are evaluated for some examples, including for proportional reinsurance, and the bivariate ruin functions are numerically calculated using an efficient inversion scheme.Comment: 24 pages, 6 figure

Queues and risk processes with dependencies

We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential distributions introduced in [12]. In this setting, we obtain the steady state waiting time distribution and we show that the classical relation between the steady state waiting time and the workload distributions re- mains valid when the independence assumption is relaxed. We also prove duality results with the ruin functions in an ordinary and a delayed ruin process. These extend several known dualities between queueing and risk models in the independent case. Finally we show that there exist stochastic order relations between the waiting times under various instances of correlation

Mine Countermeasures in Coastal Harbors: A Force Planner\u27s Dilemma

Much has been written about the power projection and sea control functions of the 600-ship navy; yet a small but vitally important aspect of accomplishing this strategy is largely ignored by force planners. The naval mine, as an offensive weapon used against U.S. ports and harbors, could have a disastrous effect on the timely execution of a maritime strategy

Revenue Maximization in an Optical Router Node Using Multiple Wavelengths

In this paper, an optical router node with multiple wavelengths is considered. We introduce revenue for successful transmission and study the ensuing revenue maximization problem. We present an efficient and accurate heuristic procedure for solving the NP-hard revenue maximization problem and investigate the advantage offered by having multiple wavelengths