Efficient Method to Approximately Solve Retrial Systems with Impatience

We present a novel technique to solve multiserver retrial systems with impatience. Unfortunately these systems do not present an exact analytic solution, so it is mandatory to resort to approximate techniques. This novel technique does not rely on the numerical solution of the steady-state Kolmogoro...

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Main Authors: Jose Manuel Gimenez-Guzman, M. Jose Domenech-Benlloch, Vicent Pla, Jorge Martinez-Bauset, Vicente Casares-Giner
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/186761
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author Jose Manuel Gimenez-Guzman
M. Jose Domenech-Benlloch
Vicent Pla
Jorge Martinez-Bauset
Vicente Casares-Giner
author_facet Jose Manuel Gimenez-Guzman
M. Jose Domenech-Benlloch
Vicent Pla
Jorge Martinez-Bauset
Vicente Casares-Giner
author_sort Jose Manuel Gimenez-Guzman
collection DOAJ
description We present a novel technique to solve multiserver retrial systems with impatience. Unfortunately these systems do not present an exact analytic solution, so it is mandatory to resort to approximate techniques. This novel technique does not rely on the numerical solution of the steady-state Kolmogorov equations of the Continuous Time Markov Chain as it is common for this kind of systems but it considers the system in its Markov Decision Process setting. This technique, known as value extrapolation, truncates the infinite state space using a polynomial extrapolation method to approach the states outside the truncated state space. A numerical evaluation is carried out to evaluate this technique and to compare its performance with previous techniques. The obtained results show that value extrapolation greatly outperforms the previous approaches appeared in the literature not only in terms of accuracy but also in terms of computational cost.
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institution Kabale University
issn 1110-757X
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language English
publishDate 2012-01-01
publisher Wiley
record_format Article
series Journal of Applied Mathematics
spelling doaj-art-48f10dfd6a6542c6ad10b4256b85f01b2025-02-03T07:25:22ZengWileyJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/186761186761Efficient Method to Approximately Solve Retrial Systems with ImpatienceJose Manuel Gimenez-Guzman0M. Jose Domenech-Benlloch1Vicent Pla2Jorge Martinez-Bauset3Vicente Casares-Giner4Departamento Automatica, Universidad de Alcalá, Alcalá de Henares, 28871 Madrid, SpainDepartamento Comunicaciones, Universitat Politècnica de València, 46022 Valencia, SpainDepartamento Comunicaciones, Universitat Politècnica de València, 46022 Valencia, SpainDepartamento Comunicaciones, Universitat Politècnica de València, 46022 Valencia, SpainDepartamento Comunicaciones, Universitat Politècnica de València, 46022 Valencia, SpainWe present a novel technique to solve multiserver retrial systems with impatience. Unfortunately these systems do not present an exact analytic solution, so it is mandatory to resort to approximate techniques. This novel technique does not rely on the numerical solution of the steady-state Kolmogorov equations of the Continuous Time Markov Chain as it is common for this kind of systems but it considers the system in its Markov Decision Process setting. This technique, known as value extrapolation, truncates the infinite state space using a polynomial extrapolation method to approach the states outside the truncated state space. A numerical evaluation is carried out to evaluate this technique and to compare its performance with previous techniques. The obtained results show that value extrapolation greatly outperforms the previous approaches appeared in the literature not only in terms of accuracy but also in terms of computational cost.http://dx.doi.org/10.1155/2012/186761
spellingShingle Jose Manuel Gimenez-Guzman
M. Jose Domenech-Benlloch
Vicent Pla
Jorge Martinez-Bauset
Vicente Casares-Giner
Efficient Method to Approximately Solve Retrial Systems with Impatience
Journal of Applied Mathematics
title Efficient Method to Approximately Solve Retrial Systems with Impatience
title_full Efficient Method to Approximately Solve Retrial Systems with Impatience
title_fullStr Efficient Method to Approximately Solve Retrial Systems with Impatience
title_full_unstemmed Efficient Method to Approximately Solve Retrial Systems with Impatience
title_short Efficient Method to Approximately Solve Retrial Systems with Impatience
title_sort efficient method to approximately solve retrial systems with impatience
url http://dx.doi.org/10.1155/2012/186761
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