Unassigned-outflow truncation error conjecture

Let NiN_i^* be the truncation levels, let tˉ\bar{t} be the time parameter, and let ϵ1(N1,N2,tˉ)\relax\epsilon_1(N_1^*,N_2^*,\bar{t}) and ϵ2(N1,N2,tˉ)\relax\epsilon_2(N_1^*,N_2^*,\bar{t}) denote the two truncation-error quantities. Error-prone truncation means Ni<NiN_i^*<\underline{N}_i, and the unassigned outflow approach is one of the truncation methods. Unassigned-outflow truncation error conjecture. In performing error-prone truncation using the unassigned outflow approach,

ϵ1(N1,N2,tˉ)=0\epsilon_1(N_1^*,N_2^*,\bar{t})=0

and

ϵ2(N1,N2,tˉ)>0.\epsilon_2(N_1^*,N_2^*,\bar{t})>0.

Hence, it does not bias any states but cannot maintain a valid probability mass function. This conjecture concerns the trade-off between preserving the state distribution and preserving total probability mass under truncation; its resolution is not established in the supplied text.

Sources & referencesView supporting material

Primary source

Dylan Solms, “Solving the non-preemptive two queue polling model with generally distributed service and switch-over durations and Poisson arrivals as a Semi-Markov Decision Process”, arXiv:2112.06578 (2021).

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