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基于M/M/1/SV排队的均衡门限策略
引用本文:刘维奇,马琰,李继红.基于M/M/1/SV排队的均衡门限策略[J].系统工程理论与实践,2013,33(10):2596-2603.
作者姓名:刘维奇  马琰  李继红
作者单位:1. 山西大学 管理学院, 太原 030006;2. 山西大学 数学科学学院, 太原 030006;3. 中南大学 数学与统计学院, 长沙 410004
基金项目:教育部人文社会科学研究项目(10YJC630114, 07JA630027); 博士后研究项目(92169);湖南省研究生科研创新项目
摘    要:考虑单重休假M/M/1排队, 在部分可视的前提下, 研究顾客的均衡门限策略, 首次将单重休假机制引入到连续时间排队经济学模型中. 系统的决策主体是顾客, 突破了以往只注重服务机构单方面行为的局限. 基于“收入-支出”结构, 利用马尔可夫过程理论, 通过求解差分方程, 分析了系统的稳态行为, 得到了顾客的平均逗留时间; 进而构造适当的函数, 给出了寻找 均衡纯门限策略, 均衡混合门限策略的具体方法并证明之; 而后在不同的策略下, 得出了系统的稳态分布和均衡社会收益; 最后, 通过数值实验分析了均衡行为的各指标对系统参数的敏感性. 研究结果为顾客决策提供了优化建议, 同时为管理者研究系统中的定价问题提供了理论参考.

关 键 词:排队经济学  马尔可夫过程  稳态分布  均衡门限策略  社会收益  
收稿时间:2011-09-09

Equilibrium threshold strategy in the M/M/1/SV queue
LIU Wei-qi,MA Yan,LI Ji-hong.Equilibrium threshold strategy in the M/M/1/SV queue[J].Systems Engineering —Theory & Practice,2013,33(10):2596-2603.
Authors:LIU Wei-qi  MA Yan  LI Ji-hong
Institution:1. College of Management, Shanxi University, Taiyuan 030006, China;2. College of Mathematical Sciences, Shanxi University, Taiyuan 030006, China;3. School of Mathematics and Statistics, Central South University, Changsha 410004, China
Abstract:This paper considered the equilibrium threshold strategies of customers in the M/M/1/SV queue, given that customers were informed of only the queue length. To the authors' knowledge, this is the first time that the single vacation policy is introduced into the economics of continuous-time queue. In the system, customers had the right to decide for themselves whether to join or to balk, which broke through the transition that researchers only paid attention to the servers. Based on the “reward-cost” structure and the theory of Markov process, the stationary behavior of the system was analyzed by solving the difference equation and the mean sojourn time was derived. Then by introducing appropriate functions, we provided an algorithm to identify the equilibrium pure and mixed threshold strategies. Moreover, the stationary distribution of the system under the corresponding strategy was analyzed and the social benefit was obtained. Finally, we illustrated the effects of the parameters on the equilibrium behavior via numerical experiments. The results not only provide the customers with optimal strategies but also provide the managers with a good reference to the pricing problem in the queueing system.
Keywords:economics of queues  Markov process  stationary distribution  equilibrium threshold strategy  social benefit  
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