The Finance Approach to the optimal routing in Queuing System with the transaction lost
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- Shirai Kenji
- Johokobo. Inc.
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- Amano Yoshinori
- Kyohnan Elecs, co. LTD
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- Inoue Kazuo
- Ritsumeikan University
Bibliographic Information
- Other Title
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- トランザクション消滅を考慮した待ち行列系の最適配分法-ファイナンス論的アプローチ-
- トランザクション ショウメツ オ コウリョ シタ マチ ギョウレツ ケイ ノ サイテキ ハイブンホウ ファイナンスロンテキ アプローチ
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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.
Journal
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- IEEJ Transactions on Electronics, Information and Systems
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IEEJ Transactions on Electronics, Information and Systems 120 (4), 453-463, 2000
The Institute of Electrical Engineers of Japan
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Keywords
Details 詳細情報について
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- CRID
- 1390282679586672256
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- NII Article ID
- 120006494823
- 130006845201
- 10005313695
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- NII Book ID
- AN10065950
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- ISSN
- 13488155
- 03854221
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- NDL BIB ID
- 5333690
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- Data Source
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- JaLC
- IRDB
- NDL
- Crossref
- CiNii Articles
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- Abstract License Flag
- Disallowed