Accession Number:

ADA238100

Title:

Diffusion Approximations for Complex Repair Systems

Descriptive Note:

Technical rept.

Corporate Author:

STANFORD UNIV CA DEPT OF OPERATIONS RESEARCH

Report Date:

1991-02-01

Pagination or Media Count:

30.0

Abstract:

A wide variety of complex repair systems can be modeled as continuous time Markov chains. These systems are closed networks of queues with a total of n jobs circulating in the network. The process of interest is the number of jobs, X sub n t, at the various repair centers at time t. After appropriate translation and scaling, we show that the processes X sub n t t or 0 converge weakly to a limiting multivariate Ornstein-Uhlenbeck process. This limit process is then used to obtain computable approximations for X sub n t. Numerical results are presented for three specific repairman models and the approximations are compared with exact results obtained through product form formulae. In most cases the approximation is quite accurate.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE