Author:
Naumov Valeriy,Samouylov Konstantin
Abstract
In the paper, we study general Markovian models of loss systems with random resource requirements, in which customers at arrival occupy random quantities of various resources and release them at departure. Customers may request negative quantities of resources, but total amount of resources allocated to customers should be nonnegative and cannot exceed predefined maximum levels. Allocating a negative volume of a resource to a customer leads to a temporary increase in its volume in the system. We derive necessary and sufficient conditions for the product-form of the stationary probability distribution of the Markov jump process describing the system.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
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