Efficient Method to Approximately Solve Retrial Systems with Impatience

Journal of Applied Mathematics (Impact Factor: 0.72). 01/2012; 2012(10). DOI: 10.1155/2012/186761
Source: DBLP


We present a novel technique to solve multiserver retrial systems with
impatience. Unfortunately these systems do not present an exact analytic
solution, so it is mandatory to resort to approximate techniques. This novel
technique does not rely on the numerical solution of the steady-state Kolmogorov
equations of the Continuous Time Markov Chain as it is common for this kind of
systems but it considers the system in its Markov Decision Process setting. This
technique, known as value extrapolation, truncates the infinite state space
using a polynomial extrapolation method to approach the states outside the
truncated state space. A numerical evaluation is carried out to evaluate this
technique and to compare its performance with previous techniques. The obtained
results show that value extrapolation greatly outperforms the previous
approaches appeared in the literature not only in terms of accuracy but also in
terms of computational cost.

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Available from: Vicente Casares-Giner