Giuliano Casale, Peter G. Harrison, Maria Vigliotti

Conference or Workshop Paper

6th International Workshop on the Numerical Solution of Markov Chains (NSMC 2010)

August, 2010

Abstract

We introduce a product-form approximation for tandem networks with Poisson arrivals and non-exponential service times. The proposed technique perturbs the model state space to match the sufficient conditions for product-form solution provided by the Reversed Compound Agent Theorem (RCAT). After characterizing the relationship between RCAT productforms and matrix geometric solutions, we develop an algorithm based on nonlinear programming that automatically searches for an approximating product-form model.

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