A Fluid Model for Systems with Random Disruptions

Hong Chen; David D. Yao

doi:10.1287/opre.40.3.s239

A Fluid Model for Systems with Random Disruptions

¹ University of British Columbia, Vancouver, Canada and New Jersey Institute of Technology, Newark, New Jersey · ² Columbia University, New York, New York

Operations Research 1992

Motivated by modeling manufacturing systems in which job arrivals and processing times are essentially deterministic, but the environment is typically random, we develop a fluid model with random disruptions. The quality and relevance of such a model are supported by the following facts which we establish in this study. The fluid model is more susceptible to analysis: Its (dynamical) sample paths are continuous and piecewise linear, and its stationary behavior can be studied using standard approaches in random walk; the model is a limit of corresponding queueing systems with random disruptions that are usually difficult to analyze; there exist pathwise bounds between the fluid model and D/D/1 queues with random disruptions, and the bounds are simple and tight.

DOI: 10.1287/opre.40.3.s239
Volume: 40 (3-supplement-2)
Pages: S239-S247
Language: en
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