The Finance Approach to the optimal routing in Queuing System with the transaction lost

Kenji Shirai; Yoshinori Amano; Kazuo Inoue

doi:10.1541/ieejeiss1987.120.4_453

Kenji Shirai, Yoshinori Amano, Kazuo Inoue

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2000 Volume 120 Issue 4 Pages 453-463

DOI https://doi.org/10.1541/ieejeiss1987.120.4_453

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Published: April 01, 2000 Received: - Available on J-STAGE: December 19, 2008 Accepted: - Advance online publication: - Revised: -
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Date of correction: December 19, 2008 Reason for correction: - Correction: CITATION Details: Wrong : (1) Bremaud P: “Point Process and Queues Martingale Dynamics” pp83-121. Sprlnger-Verlag New York Inc (1981).
(2) LODE LI: “A Stochastic Theory of The Firm” Mathematlcs of operations research. Vol13. No3. August 1988.
(5) A. SEGALL and TKAILATH “The Modeling of Randomly B. Modulated Jump Process”. IEEE Trans. Inform. Theory, vol. IT-21, NO. 2, pp. 135-143, MARCH 1975
(6) HONG CHEN and DAVID D. YAO “Optimal Intensity Control of a Queuing System with State-Dependent Capacity Limit”, IEEE Transactions Automatic control, vol. 35, NO. 4, pp459-pp464, APRIL, 1990
(14) M. H. KALLMES and C. G. CASSANDRAS “Two Approaches to Optimal Routing and Admission Control in Systems with Real-Time Traffic”, Journal of optimization and application: Vol. 84. No. 2, pp311-338, February 1995

Right : (1) Bremaud P: “Point Process and Queues Martingale Dynamics” pp83-121, Springer-Verlag New York Inc. (1981).
(2) LODE LI: “A Stochastic Theory of The Firm” Mathematics of operations research, Vol13. No3. August 1988.
(5) A. SEGALL and T. KAILATH “The Modeling of Randomly B. Modulated Jump Process”, IEEE Trans. Inform. Theory, vol. IT-21, NO. 2, pp. 135-143, MARCH 1975
(6) HONG CHEN and DAVID D. YAO “Optimal Intensity Control of a Queuing System with State-Dependent Capacity Limit”, IEEE Transactions Automatic control, vol. 35, NO. 4, pp459-pp464, APRIL, 1990
(14) M. H. KALLMES and C. G. CASSANDRAS “Two Approaches to Optimal Routing and Admission Control in Systems with Real-Time Traffic”, Journal of optimization and application: Vol. 84, No. 2, pp311-338, February 1995

Date of correction: December 19, 2008 Reason for correction: - Correction: PDF FILE Details: -

Abstract

The paper addresses the problem of routing control of transaction in a parallel queuing system with transaction lost where customers must begin service within given deadlines. For a system of N parallel servers with probabilistic routing scheme, the optimal routing depends upon only the probabilistic characteristics in transaction lost dynamics, under the transaction loses in each route are modeled by Ito's stochastic differential equation.

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