Approximations for the Queue Length Distributions of Time-Varying Many-Server Queues

被引:11
作者
Pender, Jamol [1 ]
Ko, Young Myoung [2 ]
机构
[1] Cornell Univ, Sch Operat Res & Informat Engn, Ithaca, NY 14853 USA
[2] Pohang Univ Sci & Technol, Dept Ind & Management Engn, Pohang 37673, South Korea
基金
新加坡国家研究基金会;
关键词
time-varying non-Markovian queues; many-server queues; fluid and diffusion limits; strong approximations; HEAVY-TRAFFIC LIMITS; MULTISERVER QUEUES; DIFFUSION LIMITS; CALL CENTER; FLUID; NETWORKS; SYSTEM;
D O I
10.1287/ijoc.2017.0760
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
This paper presents a novel and computationally efficient methodology for approximating the queue length (the number of customers in the system) distributions of time-varying non-Markovian many-server queues (e.g., G(t)/G(t)/n(t) queues), where the number of servers (n(t)) is large. Our methodology consists of two steps. The first step uses phase-type distributions to approximate the general interarrival and service times, thus generating an approximating Ph-t/Ph-t/n(t) queue. The second step develops strong approximation theory to approximate the Ph-t/Ph-t/n(t) queue with fluid and diffusion limits whose mean and variance can be computed using ordinary differential equations. However, by naively representing the Ph-t/Ph-t/n(t) queue as a Markov process by expanding the state space, we encounter the lingering phenomenoneven when the queue is overloaded. Lingering typically occurs when the mean queue length is equal or near the number of servers, however, in this case it also happens when the queue is overloaded and this time is not of zero measure. As a result, we develop an alternative representation for the queue length process that avoids the lingering problem in the overloaded case, thus allowing for the derivation of a Gaussian diffusion limit. Finally, we compare the effectiveness of our proposed method with discrete event simulation in a variety parameter settings and show that our approximations are very accurate.
引用
收藏
页码:688 / 704
页数:17
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