Package jline.solvers.mva.handlers

Class Solver_rqt

java.lang.Object
jline.solvers.mva.handlers.Solver_rqt
public final class Solver_rqt extends Object
Robust Queueing Network Analyzer (RQNA) of Robust Queueing Theory.

Estimates the steady-state performance of a single-class open network of FCFS queues with Markovian routing by replacing the stochastic primitives with polyhedral uncertainty sets and taking a worst-case view of each node in isolation. The algorithm is Section 7.2 of the reference: the external streams get Gamma_a = sigma_a, the effective arrival process at each node follows from the network characterization of Theorem 10, the service variability parameter from the adaptation of Section 7.1, and the system time at each node is the worst-case bound of Theorem 3. The published step 3, path enumeration, is not needed here: LINE aggregates per-node system times into per-class response times through the visit ratios.

The adaptation is regressed against simulation in heavy traffic, so accuracy degrades at low utilization: on M/M/1 the error is about 5% at rho=0.9 but over 50% at rho=0.5.

Reference: C. Bandi, D. Bertsimas, N. Youssef (2015), "Robust Queueing Theory", Operations Research 63(3), 676-700.