GENERALIZED SEMI-MARKOV PROCESSES - ANTIMATROID STRUCTURE AND 2ND-ORDER PROPERTIES

被引:11
作者
GLASSERMAN, P [1 ]
YAO, DD [1 ]
机构
[1] COLUMBIA UNIV,DEPT YAO IE OR,NEW YORK,NY 10027
关键词
STOCHASTIC MONOTONICITY; STOCHASTIC CONVEXITY; GENERALIZED SEMI-MARKOV PROCESSES; ANTIMATROIDS; NETWORKS OF QUEUES;
D O I
10.1287/moor.17.2.444
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
A generalized semi-Markov scheme models the structure of a discrete event system, such as a network of queues. By studying combinatorial and geometric representations of schemes we find conditions for second-order properties - convexity/concavity, sub/supermodularity - of their event epochs and event counting processes. A scheme generates a language of feasible strings of events. We show that monotonicity of the event epochs is equivalent to this language forming an antimatroid with repetition. This connection gives rise to a rich combinatorial structure, and serves as a starting point for other properties. For example, by strengthening the antimatroid condition we give several equivalent characterizations of the convexity of event epochs within a scheme. All of these correspond, in slightly different ways, to making a certain score space a lattice, to closing an ordinary antimatroid under intersections. We also establish second-order properties across schemes tied together through a synchronization mechanism. A geometric view based on the score space facilitates verification of these properties in certain queueing systems.
引用
收藏
页码:444 / 469
页数:26
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