Multi-step Uniformization with Steady-State Detection in Nonstationary M/M/s Queuing Systems (1410.0804v3)

Abstract: 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.