2014/10/03 by Maciej Rafał Burak, Burak, Maciej · 1 citation
Business, Management and Accounting · Computer Science · Engineering · #Advanced Queuing Theory Analysis #FOS: Computer and information sciences #FOS: Mathematics #Numerical Analysis (math.NA) #Performance (cs.PF) #Petri Nets in System Modeling #Scheduling and Optimization Algorithms
paper · pdf · doi:10.48550/arxiv.1410.0804
openalex publication_date 2014/10/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01
A new approach to the steady state detection in the uniformization method of solving continuous time Markov chains is introduced. The method is particularly useful in solving inhomogenous CTMC's in multiple steps, where the desired error bound of the whole solution can be distributed not proportionally to the lengths of the respective intervals, but rather in a way, that maximizes the chances of detecting a steady state. Additionally, the convergence properties of the underlying DTMC are used to further enhance the computational savings due to the steady state detection. The method is applied to the problem of modeling a Call Center using inhomogenous CTMC model of a M(t)/M(t)/s(t) queuing system.