The single server retrial queue with finite population: a BSDE approach

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dc.contributor.authorArtalejo Rodríguez, Jesús Manuel
dc.contributor.authorLópez Herrero, María Jesús
dc.contributor.editorMatsatsinis, Nikolaos F.
dc.date.accessioned2024-03-11T15:28:07Z
dc.date.available2024-03-11T15:28:07Z
dc.date.issued2012
dc.description.abstractThis paper uses the block-structured state-dependent event (BSDE) approach to generalize the scalar version of the single server retrial queue with finite population. The simple scalar version only involves exponential random variables, which make the underlying Markov chain tractable. However, this is a drawback in applications where the exponentiality is not a realistic assumption and the flows are correlated. The BSDE approach provides a versatile tool to deal with a non-exponential model with correlated flows, but keeping tractable the dimensionality of the block-structured Markov chain. We focus on the investigation of the limiting distribution of the system state and the waiting time. The theory is illustrated by numerical experiments, which demonstrate that the proposed BSDE approach can be applied efficiently
dc.description.departmentDepto. de Estadística y Ciencia de los Datos
dc.description.facultyFac. de Estudios Estadísticos
dc.description.refereedTRUE
dc.description.sponsorshipMinisterio de Cienca e Innovación de España
dc.description.sponsorshipComisión Europea
dc.description.statuspub
dc.identifier.citationArtalejo y Lopez-Herrero (2012) «The single server retrial queue with finite population: A BSDE approach», Operational Research, 12(2), pp. 109-131. doi:10.1007/S12351-011-0104-8.
dc.identifier.doi10.1007/S12351-011-0104-8
dc.identifier.essn1109-2858
dc.identifier.issn1866-1505
dc.identifier.officialurlhttps://doi.org/10.1007/S12351-011-0104-8
dc.identifier.relatedurlhttps://link.springer.com/article/10.1007/s12351-011-0104-8
dc.identifier.urihttps://hdl.handle.net/20.500.14352/102119
dc.journal.titleOperational Research
dc.language.isoeng
dc.page.final131
dc.page.initial109
dc.publisherSpringer
dc.relation.projectIDMTM 2008-01121
dc.rights.accessRightsrestricted access
dc.subject.cdu519.8
dc.subject.cdu519.248
dc.subject.cdu519.217
dc.subject.keywordBSDE approach
dc.subject.keywordLimiting distribution
dc.subject.keywordRetrial queue
dc.subject.keywordWaiting time
dc.subject.ucmEstadística
dc.subject.ucmInvestigación operativa (Estadística)
dc.subject.unesco1207 Investigación Operativa
dc.subject.unesco1209 Estadística
dc.subject.unesco1208.06 Procesos de Markov
dc.titleThe single server retrial queue with finite population: a BSDE approach
dc.typejournal article
dc.type.hasVersionVoR
dc.volume.number12
dspace.entity.typePublication
relation.isAuthorOfPublicationdb4b8a04-44b0-48e9-8b2c-c80ffae94799
relation.isAuthorOfPublication64a702cc-f8f5-468f-baeb-e37e92492a68
relation.isAuthorOfPublication.latestForDiscoverydb4b8a04-44b0-48e9-8b2c-c80ffae94799
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