On the structure and solutions of functional equations arising from queueing models

Abstract

Abstract. It is a survey on functional equations of a certain type, for functions in two complex variables, which often arise in queueing models. They share a common pattern despite their apparently different forms. In particular, they invariably characterize the probability generating function of the bivariate distribution characterizing a two-queue system and their forms depend on the composition of the underlying system. Unfortunately, there is no general methodology of solving them, but rather various ad-hoc techniques depending on the nature of a particular equation; most of the techniques involve advanced complex analysis tools. Also, the known solutions to particular cases of this type of equations are in general of quite involved forms and therefore it is very difficult to apply them practically. So, it is clear that the issues connected with finding useful descriptions of solutions to these equations create a huge area of research with numerous open problems. The aim of this article is to stimulate a methodical study of this area. To this end we provide a survey of the queueing literature with such two-place functional equations. We also present several observations obtained while preparing it. We hope that in this way we will make it easier to take some steps forward on the road towards a (more or less) general solving theory for this interesting class of equations.Mathematics Subject Classification. 05A15, 30D05, 30E25, 39B32, 60K25, 65Q20.

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