On/off storage systems with state-dependent input, output, and switching rates

Onno Boxma; Haya Kaspi; Offer Kella; David Perry

doi:10.1017/s0269964805050011

On/off storage systems with state-dependent input, output, and switching rates

Onno Boxma, Haya Kaspi, Offer Kella, David Perry

Department of Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

We consider a storage model that can be on or off. When on, the content increases at some state-dependent rate and the system can switch to the off state at a state-dependent rate as well. When off, the content decreases at some state-dependent rate (unless it is at zero) and the system can switch to the on position at a state-dependent rate. This process is a special case of a piecewise deterministic Markov process. We identify the stationary distribution and conditions for its existence and uniqueness.

Original language	English
Pages (from-to)	1-14
Number of pages	14
Journal	Probability in the Engineering and Informational Sciences
Volume	19
Issue number	1
DOIs	https://doi.org/10.1017/s0269964805050011
State	Published - 2005

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty
Management Science and Operations Research
Industrial and Manufacturing Engineering

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10.1017/s0269964805050011

Cite this

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AB - We consider a storage model that can be on or off. When on, the content increases at some state-dependent rate and the system can switch to the off state at a state-dependent rate as well. When off, the content decreases at some state-dependent rate (unless it is at zero) and the system can switch to the on position at a state-dependent rate. This process is a special case of a piecewise deterministic Markov process. We identify the stationary distribution and conditions for its existence and uniqueness.

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On/off storage systems with state-dependent input, output, and switching rates

Abstract

ASJC Scopus subject areas

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