运筹学学报 ›› 2021, Vol. 25 ›› Issue (3): 147-159.doi: 10.15960/j.cnki.issn.1007-6093.2021.03.009

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排队系统中的泰勒展开方法

胡建强, 戴伟民*   

  1. 复旦大学管理学院, 上海 200433
  • 收稿日期:2021-03-15 发布日期:2021-09-26
  • 通讯作者: 戴伟民 E-mail:20110690008@fudan.edu.cn
  • 基金资助:
    国家自然科学基金(Nos.72033003,71720107003)

Taylor expansion method for queueing systems

HU Jianqiang, DAI Weimin*   

  1. School of Management, Fudan University, Shanghai 200433, China
  • Received:2021-03-15 Published:2021-09-26

摘要: 综述了排队系统中的泰勒展开方法。它由Gong和Hu在1990s首次提出,并在最近几年里有了一些新的发展。首先,通过GI/GI/1队列的简单例子介绍其基本原理;其次,展示如何应用该方法分析相关性队列和离去过程;然后,阐述如何基于该方法发展排队网络近似的高阶矩方法;最后,讨论未来的几个可能研究方向。

关键词: 泰勒展开, 排队论, 相关队列, 排队网络近似

Abstract: In this paper, we give an overview on the Taylor expansion method developed in 1990s by Gong and Hu for the study of queueing systems, which have recently been found some new promising applications. We first use the GI/GI/1 queue to illustrate how the method works, then discuss how it can be applied to correlated queues, to analyzing the departure processes of queueing systems, and to developing high-order approximations for queueing networks. We also discuss several possible future research directions in this area.

Key words: Taylor expansion, queueing systems, correlated queues, queueing network approximation

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