Hostname: page-component-78c5997874-4rdpn Total loading time: 0 Render date: 2024-11-10T21:17:34.275Z Has data issue: false hasContentIssue false

A threshold policy in a Markov-modulated production system with server vacation: the case of continuous and batch supplies

Published online by Cambridge University Press:  29 November 2018

Yonit Barron*
Affiliation:
Ariel University
*
* Postal address: Department of Industrial Engineering and Management, Ariel University, Ariel 40700, Israel. Email address: barron@ariel.ac.il

Abstract

We consider a Markov-modulated fluid flow production model under the D-policy, that is, as soon as the storage reaches level 0, the machine becomes idle until the total storage exceeds a predetermined threshold D. Thus, the production process alternates between a busy and an idle machine. During the busy period, the storage decreases linearly due to continuous production and increases due to supply; during the idle period, no production is rendered by the machine and the storage level increases by only supply arrivals. We consider two types of model with different supply process patterns: continuous inflows with linear rates (fluid type), and batch inflows, where the supplies arrive according to a Markov additive process (MAP) and their sizes are independent and have phase-type distributions depending on the type of arrival (MAP type). Four types of cost are considered: a setup cost, a production cost, a penalty cost for an idle machine, and a storage cost. Using tools from multidimensional martingale and hitting time theory, we derive explicit formulae for these cost functionals in the discounted case. Numerical examples, a sensitivity analysis, and insights are provided.

Type
Original Article
Copyright
Copyright © Applied Probability Trust 2018 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Aggarwal, V.,Gautam, N.,Kumara, S. R. T. and Greaves, M. (2005).Stochastic fluid flow models for determining optimal switching thresholds.Performance Eval. 59,1946.Google Scholar
Ahn, S. and Ramaswami, V. (2005).Efficient algorithms for transient analysis of stochastic fluid flow models.J. Appl. Prob. 42,531549.Google Scholar
Ahn, S.,Badescu, A. L. and Ramaswami, V. (2007).Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier.Queueing Systems 55,207222.Google Scholar
Artalejo, J. R. (2001).On the M/G/1 queue with D-policy.Appl. Math. Modelling 25,10551069.Google Scholar
Asmussen, S. (2003).Applied Probability and Queues.Springer,New York.Google Scholar
Asmussen, S. and Kella, O. (2000).A multi-dimensional martingale for Markov additive processes and its applications.Adv. Appl. Prob. 32,376393.Google Scholar
Badescu, A.,Drekic, S. and Landriault, D. (2007).On the analysis of a multi-threshold Markovian risk model.Scand. Actuarial J. 2007,248260.Google Scholar
Baek, J. W.,Lee, H. W.,Lee, S. W. and Ahn, S. (2011).A Markov-modulated fluid flow queueing model under D-policy.Numer. Linear Algebra Appl. 18,9931010.Google Scholar
Baek, J. W.,Lee, H. W.,Lee, S. W. and Ahn, S. (2013).A MAP-modulated fluid flow model with multiple vacations.Ann. Operat. Res. 202,1934.Google Scholar
Baek, J. W.,Lee, H. W.,Lee, S. W. and Ahn, S. (2014).A workload factorization for BMAP/G/1 vacation queues under variable service speed.Operat. Res. Lett. 42,5863.Google Scholar
Balachandran, K. R. (1973).Control policies for a single server system.Manag. Sci. 19,10131018.Google Scholar
Barron, Y. (2016).Performance analysis of a reflected fluid production/inventory model.Math. Methods Operat. Res. 83,131.Google Scholar
Barron, Y. (2018).An order-revenue inventory model with returns and sudden obsolescence.Operat. Res. Lett. 46,8892.Google Scholar
Barron, Y.,Perry, D. and Stadje, W. (2016).A make-to-stock production/inventory model with MAP arrivals and phase-type demands.Ann. Operat. Res. 241,373409.Google Scholar
Bean, N. G.,O'Reilly, M. M. and Taylor, P. G. (2005).Hitting probabilities and hitting times for stochastic fluid flows.Stoch. Process. Appl. 115,15301556.Google Scholar
Bosman, J. W. and Núñez-Queija, R. (2014).A spectral theory approach for extreme value analysis in a tandem of fluid queues.Queueing Systems 78,121154.Google Scholar
Boxma, O. J.,Schlegel, S. and Yechiali, U. (2002).A note on an M/G/1 queue with a waiting server, timer, and vacations. In Analytic Methods in Applied Probability (Amer. Math. Soc. Transl. Ser. 2 207),American Mathematical Society,Providence, RI, pp. 2535.Google Scholar
Breuer, L. (2010).A quintuple law for Markov additive processes with phase-type jumps.J. Appl. Prob. 47,441458.Google Scholar
Chae, K. C. and Park, Y. (2001).The queue length distribution for the M/G/1 queue under the D-policy.J. Appl. Prob. 38,278279.Google Scholar
Chang, S. H.,Takine, T.,Chae, K. C. and Lee, H. W. (2002).A unified queue length formula for BMAP/G/1 queue with generalized vacations.Stoch. Models 18,369386.Google Scholar
Choudhury, G. (2005).An M/G/1 queueing system with two phase service under D-policy.Internat. J. Inform. Manag. Sci. 16,117.Google Scholar
Doshi, B. T. (1986).Queueing systems with vacations–a survey.Queueing Systems 1,2966.Google Scholar
Dshalalow, J. H. (1998).Queueing processes in bulk systems under the D-policy.J. Appl. Prob. 35,976989.Google Scholar
Efrosinin, D. and Winkler, A. (2011).Queueing system with a constant retrial rate, non-reliable server and threshold-based recovery.European J. Operat. Res. 210,594605.Google Scholar
Guo, P. and Hassin, R. (2011).Strategic behavior and social optimization in Markovian vacation queues.Operat. Res. 59,986997.Google Scholar
Gupta, U. C. and Sikdar, K. (2006).Computing queue length distributions in MAP/G/1/N queue under single and multiple vacation.Appl. Math. Comput. 174,14981525.Google Scholar
Jain, M. and Bhagat, A. (2012).Finite population retrial queueing model with threshold recovery, geometric arrivals and impatient customers.J. Inform. Operat. Manag. 3,162165.Google Scholar
Ke, J.-C.,Wu, C.-H. and Zhang, Z. G. (2010).Recent developments in vacation queueing models: a short survey.Internat. J. Operat. Res. 7,38.Google Scholar
Kella, O. (1989).The threshold policy in the M/G/1 queue with server vacations.Naval Res. Logistics 36,111123.Google Scholar
Lee, H. W. and Baek, J. W. (2005).BMAP/G/1 queue under D-policy: queue length analysis.Stoch. Models 21,485505.Google Scholar
Lee, H. W. and Song, K. S. (2004).Queue length analysis of MAP/G/1 queue under D-policy.Stoch. Models 20,363380.Google Scholar
Lee, H. W.,Park, N. I. and Jeon, J. (2002).Application of the factorization property to the analysis of production systems with a non-renewal input, bilevel threshold control and maintenance. In Matrix-Analytic Methods (Adelaide, 2002), eds G. Latouche and P. Taylor,World Scientific,River Edge, NJ, pp. 219236.Google Scholar
Lee, H. W.,Cheon, S. H.,Lee, E. Y. and Chae, K. C. (2004).Workload and waiting time analyses of MAP/G/1 queue under D-policy.Queueing Systems 48,421443.Google Scholar
Levy, Y. and Yechiali, U. (1975).Utilization of idle time in an M/G/1 queueing system.Manag. Sci. 22,139260.Google Scholar
Liu, R. and Deng, Z. (2014).The steady-state system size distribution for a modified D-policy GEO/G/1 queueing system.Math. Prob. Eng. 2014, 10pp.Google Scholar
Malhotra, R.,Mandjes, M. R. H.,Scheinhardt, W. and van den Berg, J. L. (2009).A feedback fluid queue with two congestion control thresholds.Math. Methods Operat. Res. 70,149169.Google Scholar
Mao, B.-W.,Wang, F.-W. and Tian, N. S. (2010).Fluid model driven by an M/M/1 queue with exponential vacation. In Information Technology and Computer Science, 2010 Second International Conference on IEEE, pp. 539542.Google Scholar
Tian, N. and Zhang, Z. G. (2006).Vacation Queueing Models: Theory and Applications.Springer,New York.Google Scholar
Vijayashree, K. V. and Anjuka, A. (2016).Fluid queue driven by an M/M/1 queue subject to Bernoulli-schedule-controlled vacation and vacation interruption.Adv. Operat. Res. 2016, 11pp.Google Scholar
Yang, D.-Y.,Yen, C.-H. and Chiang, Y.-C. (2013).Numerical analysis for time-dependent machine repair model with threshold recovery policy and server vacations. In Proc. Internat. Multiconference of Engineers and Computer Scientists, Vol. II, pp. 11171120.Google Scholar