Please use this identifier to cite or link to this item: https://doi.org/10.1007/s11134-007-9028-7
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dc.titleA semidefinite optimization approach to the steady-state analysis of queueing systems
dc.contributor.authorBertsimas, D.
dc.contributor.authorNatarajan, K.
dc.date.accessioned2014-10-28T02:29:20Z
dc.date.available2014-10-28T02:29:20Z
dc.date.issued2007-05
dc.identifier.citationBertsimas, D., Natarajan, K. (2007-05). A semidefinite optimization approach to the steady-state analysis of queueing systems. Queueing Systems 56 (1) : 27-39. ScholarBank@NUS Repository. https://doi.org/10.1007/s11134-007-9028-7
dc.identifier.issn02570130
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/102755
dc.description.abstractComputing the steady-state distribution in Markov chains for general distributions and general state space is a computationally challenging problem. In this paper, we consider the steady-state stochastic model Wd = g(W, X)where the equality is in distribution. Given partial distributional information on the random variables X, we want to estimate information on the distribution of the steady-state vector W. Such models naturally occur in queueing systems, where the goal is to find bounds on moments of the waiting time under moment information on the service and interarrival times. In this paper, we propose an approach based on semidefinite optimization to find such bounds. We show that the classical Kingman's and Daley's bounds for the expected waiting time in a GI/GI/1 queue are special cases of the proposed approach. We also report computational results in the queueing context that indicate the method is promising. © Springer Science+Business Media, LLC 2007.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1007/s11134-007-9028-7
dc.sourceScopus
dc.subjectSemidefinite optimization
dc.subjectSteady-state distribution
dc.subjectWaiting time
dc.typeArticle
dc.contributor.departmentMATHEMATICS
dc.description.doi10.1007/s11134-007-9028-7
dc.description.sourcetitleQueueing Systems
dc.description.volume56
dc.description.issue1
dc.description.page27-39
dc.identifier.isiut000247622600003
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