• Title/Summary/Keyword: Markov Birth and Death Process

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A Study on the Intelligent Load Management System Based on Queue with Diffusion Markov Process Model (확산 Markov 프로세스 모델을 이용한 Queueing System 기반 지능 부하관리에 관한 연구)

  • Kim, Kyung-Dong;Kim, Seok-Hyun;Lee, Seung-Chul
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.5
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    • pp.891-897
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    • 2009
  • This paper presents a novel load management technique that can lower the peak demand caused by package airconditioner loads in large apartment complex. An intelligent hierarchical load management system composed of a Central Intelligent Management System(CIMS) and multiple Local Intelligent Management Systems(LIMS) is proposed to implement the proposed technique. Once the required amount of the power reduction is set, CIMS issues tokens, which can be used by each LIMS as a right to turn on the airconditioner. CIMS creates and maintains a queue for fair and proper allocation of the tokens among the LIMS requesting tokens. By adjusting the number tokens and queue management policies, desired power reduction can be achieved smoothly. The Markov Birth and Death process and the Balance Equations utilizing the Diffusion Model are employed for evaluation of queue performances during transient periods until the static balances among the states are achieved. The proposed technique is tested using a summer load data of a large apartment complex and give promising results demonstrating the usability in load management while minimizing the customer inconveniences.

Stochastic convexity in markov additive processes (마코프 누적 프로세스에서의 확률적 콘벡스성)

  • 윤복식
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1991.10a
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    • pp.147-159
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    • 1991
  • Stochastic convexity(concvity) of a stochastic process is a very useful concept for various stochastic optimization problems. In this study we first establish stochastic convexity of a certain class of Markov additive processes through the probabilistic construction based on the sample path approach. A Markov additive process is obtained by integrating a functional of the underlying Markov process with respect to time, and its stochastic convexity can be utilized to provide efficient methods for optimal design or for optimal operation schedule of a wide range of stochastic systems. We also clarify the conditions for stochatic monotonicity of the Markov process, which is required for stochatic convexity of the Markov additive process. This result shows that stochastic convexity can be used for the analysis of probabilistic models based on birth and death processes, which have very wide application area. Finally we demonstrate the validity and usefulness of the theoretical results by developing efficient methods for the optimal replacement scheduling based on the stochastic convexity property.

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Stochastic convexity in Markov additive processes and its applications (마코프 누적 프로세스에서의 확률적 콘벡스성과 그 응용)

  • 윤복식
    • Journal of the Korean Operations Research and Management Science Society
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    • v.16 no.1
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    • pp.76-88
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    • 1991
  • Stochastic convexity (concavity) of a stochastic process is a very useful concept for various stochastic optimization problems. In this study we first establish stochastic convexity of a certain class of Markov additive processes through probabilistic construction based on the sample path approach. A Markov additive process is abtained by integrating a functional of the underlying Markov process with respect to time, and its stochastic convexity can be utilized to provide efficient methods for optimal design or optimal operation schedule wide range of stochastic systems. We also clarify the conditions for stochastic monotonicity of the Markov process. From the result it is shown that stachstic convexity can be used for the analysis of probabilitic models based on birth and death processes, which have very wide applications area. Finally we demonstrate the validity and usefulness of the theoretical results by developing efficient methods for the optimal replacement scheduling based on the stochastic convexity property.

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Traffic Characteristics and Adaptive model analysis in ATM Network (ATM망의 트래픽 특성과 적응모델 분석)

  • 김영진;김동일
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.2 no.4
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    • pp.583-592
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    • 1998
  • In this paper, the cell loss rate is analyzed in terms of the input traffic stream of different speed in ATM network. The cell loss rate is calculated by birth-death process of Leaky-Bucket mechanism as the representative algorithm of usage parameter control. The cell loss rate assumed 2-state MMPP input process to be birth-death process by considering the character of token pool about finite capacity queue. The results from numerical analysis show that the cell loss rate decreases abruptly according to the buffer size increase. The computer simulation by SIMSCRIPT II.5 has been done and compared with on/off input source case to verify the analysis results.

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Performance Evaluation of Multiservice Network Switch for Dynamic Constant-and Adaptive-rate Services (동적인 고정 및 가변 전송을 서비스를 위한 다중 서비스 네트워크 스위치의 성능 분석)

  • Lee, Tae-Jin
    • The KIPS Transactions:PartC
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    • v.9C no.3
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    • pp.399-406
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    • 2002
  • We consider design of multiservice network link, in which connections of constant- and adaptive-rate services arrive and leave dynamically. We propose performance analysis and design methods of these dynamic multiservice networks. A multiservice network link is modeled by a Markov chain, and data rates for adaptive-rate connections are derived using QBD (Quasi-Birth-Death) processes and matrix-geometric equations. We estimate average number of adaptive-rate connections, average data rate and average connection delay. The performance of constant-rate connections is determined from the blocking probability of the connections. Based on the performance of constant-and adaptive- rate connections, we propose a design methods of a network link to satisfy performance requirements of constant- and adaptive-rate connections (data rates, delay, blocking probability). Our methods can be used for the analysis and design of network switch supporting dynamic data and voice (video) traffic simultaneously.

THE SOJOURN TIME AND RELATED CHARACTERISTICS OF THE AGE-DEPENDENT BRANCHING PROCESS

  • Kumar, B.-Krishba;Vijayakumar, A.
    • Journal of applied mathematics & informatics
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    • v.14 no.1_2
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    • pp.157-172
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    • 2004
  • An age-dependent branching process where disasters occur as a renewal process leading to annihilation or survival of all the cells, is considered. For such a process, the total mean sojourn time of all the cells in the system is analysed using the regeneration point technique. The mean number of cells which die in time t and its asymptotic behaviour are discussed. When the disasters arrival as a Poisson process and the lifetime of the cells follows exponential distribution, elegant inter- relationships are found among the means of (i) the total number of cells which die in time t (ii) the total sojourn time of all cells in the system upto time t and (iii) the number of living cells at time t. Some of the existing results are deduced as special cases for related processes.

Reliability analysis of an embedded system with multiple vacations and standby

  • Sharma, Richa;Kaushik, Manju;Kumar, Gireesh
    • International Journal of Reliability and Applications
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    • v.16 no.1
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    • pp.35-53
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    • 2015
  • This investigation deals with reliability and sensitivity analysis of a repairable embedded system with standby wherein repairman takes multiple vacations. The hardware system consists of 'M' operating and 'S' standby components. The repairman can leave for multiple vacations of random length during its idle time. Whenever any operating unit fails, it is immediately replaced by a standby unit if available. Moreover, governing equations of an embedded system are constructed using appropriate birth-death rates. The vacation and repair time of repairman are exponentially distributed. The matrix method is used to find the steady-state probabilities of the number of failed components in the embedded system as well as other performance measures. Reliability indexes are presented. Further, numerical experiments are carried out for various system characteristics to examine the effects of different parameter. Using a special class of neuro-fuzzy systems i.e. Adaptive Network-based Fuzzy Interference Systems (ANFIS), we also approximate various performance measures. Finally, the conclusions and future research directions are provided.

Optimal Admission Control and State Space Reduction in Two-Class Preemptive Loss Systems

  • Kim, Bara;Ko, Sung-Seok
    • ETRI Journal
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    • v.37 no.5
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    • pp.917-921
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    • 2015
  • We consider a multiserver system with two classes of customers with preemption, which is a widely used system in the analysis of cognitive radio networks. It is known that the optimal admission control for this system is of threshold type. We express the expected total discounted profit using the total number of customers, thus reducing the stochastic optimization problem with a two-dimensional state space to a problem with a one-dimensional birth-and-death structure. An efficient algorithm is proposed for the calculation of the expected total discounted profit.

A Study of Autonomous Intelligent Load Management System Based on Queueing Model (큐잉모델에 기초한 자율 지능 부하 관리 시스템 연구)

  • Lee, Seung-Chul;Hong, Chang-Ho;Kim, Kyung-Dong;Lee, In-Yong;Park, Chan-Eom
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.22 no.2
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    • pp.134-141
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    • 2008
  • This paper presents an innovative load management technique that can effectively lower the summer peak load by adjusting the aircondition loads through smoothe coordinations between utility companies and large customers. An intelligent hierarchical load management system composed of a Central Intelligent Load Management System(CIMS) and multiple Local Intelligent Management Systems(LIMS) is also proposed to implement the reposed technique. Upon receiving a load curtailment request from the utilities, CIMS issues tokens, which can be used by each LIMS as a right to turn on the airconditioner. CIMS creates and maintains a queue for fair allocation of the tokens among the LIMS demanding tokens. By adjusting the number tokens and queue management Policies, desired load factors can be achieved conveniently. The Markov Birth and Death Process and the Balance Equations are employed in estimating various queue performances. The proposed technique is tested using a summer load data of a large apartment complex and proved to be quite effective in load management while minimizing the customer inconveniences.

An Analysis on the Optimal Level of the Maintenance Float Using Absorbing Markov Chain (흡수 마코프 체인을 활용한 적정 M/F 재고 수준에 관한 연구)

  • Kim, Yong;Yoon, Bong-Kyoo
    • Journal of the military operations research society of Korea
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    • v.34 no.2
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    • pp.163-174
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    • 2008
  • The military is an organization where reliability and availability take much more importance than in any other organization. And, in line with a recent trend of putting emphasis on 'system readiness', not only functions but also availability of a weapon system has become one of achievement targets. In this regard, the military keeps spares for important facility and equipment, which is called as Maintenance Float (M/F), in order to enhance reliability and availability in case of an unforeseen event. The military has calculated yearly M/F requirements based on the number of equipment and utilization rate. However, this method of calculation has failed to meet the intended targets of reliability and availability due to lack of consideration on the characteristics of equipment malfunctions and maintenance unit's capability. In this research, we present an analysis model that can be used to determine an optimal M/F inventory level based on queuing and absorbed Markov chain theories. And, we applied the new analysis model to come out with an optimal volume of K-1 tank M/F for the OO division, which serves as counterattack military unit. In our view, this research is valuable because, while using more tractable methodology compared to previous research, we present a new analysis model that can describe decision making process on M/F level more satisfactorily.