{"title":"计算串联排队系统中客户数量的稳态概率,这是一种机器学习方法","authors":"Eliran Sherzer","doi":"10.1016/j.ejor.2025.04.040","DOIUrl":null,"url":null,"abstract":"<div><div>Tandem queueing networks are widely used to model systems where services are provided in sequential stages. In this study, we assume that each station in the tandem system operates under a general renewal process. Additionally, we assume that the arrival process for the first station is governed by a general renewal process, which implies that arrivals at subsequent stations will likely deviate from a renewal pattern.</div><div>This study leverages neural networks to approximate the marginal steady-state distribution of the number of customers based on the external inter-arrival and service time distributions.</div><div>Our approach involves decomposing each station and estimating the departure process by characterizing its first five moments and auto-correlation values without limiting the analysis to linear or first-lag auto-correlation. We demonstrate that this method outperforms existing models, establishing it as state-of-the-art.</div><div>Furthermore, we present a detailed analysis of the impact of the <em><strong>i<sup>th</sup></strong></em> moments of inter-arrival and service times on steady-state probabilities of the number of customers in the system, showing that the first five moments are nearly sufficient to determine these probabilities. Similarly, we analyze the influence of inter-arrival auto-correlation, revealing that the first two lags of the first- and second-degree polynomial auto-correlation values almost wholly determine the steady-state probabilities of the number of customers in the system of a <em><strong>G/GI/1</strong></em> queue.</div></div>","PeriodicalId":55161,"journal":{"name":"European Journal of Operational Research","volume":"326 1","pages":"Pages 141-156"},"PeriodicalIF":6.0000,"publicationDate":"2025-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Computing the steady-state probabilities of the number of customers in the system of a tandem queueing system, a Machine Learning approach\",\"authors\":\"Eliran Sherzer\",\"doi\":\"10.1016/j.ejor.2025.04.040\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>Tandem queueing networks are widely used to model systems where services are provided in sequential stages. In this study, we assume that each station in the tandem system operates under a general renewal process. Additionally, we assume that the arrival process for the first station is governed by a general renewal process, which implies that arrivals at subsequent stations will likely deviate from a renewal pattern.</div><div>This study leverages neural networks to approximate the marginal steady-state distribution of the number of customers based on the external inter-arrival and service time distributions.</div><div>Our approach involves decomposing each station and estimating the departure process by characterizing its first five moments and auto-correlation values without limiting the analysis to linear or first-lag auto-correlation. We demonstrate that this method outperforms existing models, establishing it as state-of-the-art.</div><div>Furthermore, we present a detailed analysis of the impact of the <em><strong>i<sup>th</sup></strong></em> moments of inter-arrival and service times on steady-state probabilities of the number of customers in the system, showing that the first five moments are nearly sufficient to determine these probabilities. Similarly, we analyze the influence of inter-arrival auto-correlation, revealing that the first two lags of the first- and second-degree polynomial auto-correlation values almost wholly determine the steady-state probabilities of the number of customers in the system of a <em><strong>G/GI/1</strong></em> queue.</div></div>\",\"PeriodicalId\":55161,\"journal\":{\"name\":\"European Journal of Operational Research\",\"volume\":\"326 1\",\"pages\":\"Pages 141-156\"},\"PeriodicalIF\":6.0000,\"publicationDate\":\"2025-05-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"European Journal of Operational Research\",\"FirstCategoryId\":\"91\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S037722172500325X\",\"RegionNum\":2,\"RegionCategory\":\"管理学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"OPERATIONS RESEARCH & MANAGEMENT SCIENCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"European Journal of Operational Research","FirstCategoryId":"91","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S037722172500325X","RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"OPERATIONS RESEARCH & MANAGEMENT SCIENCE","Score":null,"Total":0}
Computing the steady-state probabilities of the number of customers in the system of a tandem queueing system, a Machine Learning approach
Tandem queueing networks are widely used to model systems where services are provided in sequential stages. In this study, we assume that each station in the tandem system operates under a general renewal process. Additionally, we assume that the arrival process for the first station is governed by a general renewal process, which implies that arrivals at subsequent stations will likely deviate from a renewal pattern.
This study leverages neural networks to approximate the marginal steady-state distribution of the number of customers based on the external inter-arrival and service time distributions.
Our approach involves decomposing each station and estimating the departure process by characterizing its first five moments and auto-correlation values without limiting the analysis to linear or first-lag auto-correlation. We demonstrate that this method outperforms existing models, establishing it as state-of-the-art.
Furthermore, we present a detailed analysis of the impact of the ith moments of inter-arrival and service times on steady-state probabilities of the number of customers in the system, showing that the first five moments are nearly sufficient to determine these probabilities. Similarly, we analyze the influence of inter-arrival auto-correlation, revealing that the first two lags of the first- and second-degree polynomial auto-correlation values almost wholly determine the steady-state probabilities of the number of customers in the system of a G/GI/1 queue.
期刊介绍:
The European Journal of Operational Research (EJOR) publishes high quality, original papers that contribute to the methodology of operational research (OR) and to the practice of decision making.