Asymptotic analysis of queueing systems with reneging: A survey of results for FIFO, single class models

Abstract In this paper, we survey results for the G I / G I / N + G I queueing model. Our focus is on finding situations in which simple performance measure approximations can be developed. To do this, we study the behavior of the G I / G I / N + G I queue in the conventional heavy traffic and Halfin–Whitt limit regimes, and we also discuss the overloaded regime in which there is a single server as well as the overloaded many-server regime.

[1]  S. S. Rao,et al.  Queueing models with balking and reneging , 1967 .

[2]  Ananda Weerasinghe,et al.  Convergence of a queueing system in heavy traffic with general patience-time distributions , 2011 .

[3]  Ward Whitt,et al.  Service-Level Differentiation in Many-Server Service Systems via Queue-Ratio Routing , 2010, Oper. Res..

[4]  Onno Boxma,et al.  The M/G/1 Queue with Quasi-Restricted Accessibility , 2009 .

[5]  Amy R. Ward,et al.  Approximating the GI/GI/1+GI Queue with a Nonlinear Drift Diffusion: Hazard Rate Scaling in Heavy Traffic , 2008, Math. Oper. Res..

[6]  P. D. Finch Deterministic customer impatience in the queueing system GI/M/1; a correction , 1961 .

[7]  Zeynep Akşin,et al.  The Modern Call Center: A Multi‐Disciplinary Perspective on Operations Management Research , 2007 .

[8]  Avishai Mandelbaum,et al.  Designing a Call Center with Impatient Customers , 2002, Manuf. Serv. Oper. Manag..

[9]  K. Ramanan,et al.  Fluid limits of many-server queues with reneging , 2010, 1011.2921.

[10]  V. Linetsky On the transition densities for reflected diffusions , 2005, Advances in Applied Probability.

[11]  Ramandeep S. Randhawa,et al.  On the Accuracy of Fluid Models for Capacity Sizing in Queueing Systems with Impatient Customers , 2010, Oper. Res..

[12]  Tolga Tezcan,et al.  Hazard Rate Scaling of the Abandonment Distribution for the GI/M/n + GI Queue in Heavy Traffic , 2012, Oper. Res..

[13]  M. Reiman The Heavy Traffic Diffusion Approximation for Sojourn Times in Jackson Networks , 1982 .

[14]  N. Shimkin,et al.  The c / Rule for Many-Server Queues with Abandonment , 2009 .

[15]  R. Atar Scheduling control for queueing systems with many servers: asymptotic optimality in heavy traffic , 2005, math/0602526.

[16]  Charles Knessl,et al.  Spectral gap of the Erlang A model in the Halfin-Whitt regime , 2012 .

[17]  Rami Atar,et al.  Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic , 2004, math/0407058.

[18]  Ward Whitt,et al.  Fluid Models for Multiserver Queues with Abandonments , 2006, Oper. Res..

[19]  A. Mandelbaum,et al.  State-dependent queues: approximations and applications , 1995 .

[20]  Anthony Ephremides,et al.  Optimal scheduling with strict deadlines , 1989 .

[21]  Peter W. Glynn,et al.  A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging , 2005, Queueing Syst. Theory Appl..

[22]  Tolga Tezcan,et al.  Dynamic Control of N-Systems with Many Servers: Asymptotic Optimality of a Static Priority Policy in Heavy Traffic , 2010, Oper. Res..

[23]  W. Whitt,et al.  Improving Service by Informing Customers About Anticipated Delays , 1999 .

[24]  Nam Kyoo Boots,et al.  A Multiserver Queueing System with Impatient Customers , 1999 .

[25]  Ward Whitt,et al.  Responding to Unexpected Overloads in Large-Scale Service Systems , 2009, Manag. Sci..

[26]  J. Reed,et al.  The G/GI/N queue in the Halfin–Whitt regime , 2009, 0912.2837.

[27]  Avishai Mandelbaum,et al.  Call Centers with Impatient Customers: Many-Server Asymptotics of the M/M/n + G Queue , 2005, Queueing Syst. Theory Appl..

[28]  Nahum Shimkin,et al.  On the asymptotic optimality of the cμ/θ rule under ergodic cost , 2011, Queueing Syst. Theory Appl..

[29]  Ward Whitt,et al.  Engineering Solution of a Basic Call-Center Model , 2005, Manag. Sci..

[30]  J. Michael Harrison,et al.  Dynamic Scheduling of a Multiclass Queue in the Halfin-Whitt Heavy Traffic Regime , 2004, Oper. Res..

[31]  Ward Whitt,et al.  Heavy-traffic limits for waiting times in many-server queues with abandonment , 2009 .

[32]  Avishai Mandelbaum,et al.  Telephone Call Centers: Tutorial, Review, and Research Prospects , 2003, Manuf. Serv. Oper. Manag..

[33]  S. Ethier,et al.  Markov Processes: Characterization and Convergence , 2005 .

[34]  Boris Gnedenko,et al.  Introduction to queueing theory , 1968 .

[35]  Zhang Hanqin,et al.  MULTIPLE CHANNEL QUEUES IN HEAVY TRAFFIC , 1990 .

[36]  David D. Yao,et al.  Fundamentals of Queueing Networks , 2001 .

[37]  David Perry,et al.  The M/G/1+G queue revisited , 2011, Queueing Syst. Theory Appl..

[38]  Ward Whitt,et al.  Heavy-Traffic Limits for Queues with Many Exponential Servers , 1981, Oper. Res..

[39]  R. Bass,et al.  Review: P. Billingsley, Convergence of probability measures , 1971 .

[40]  R. Atar A diffusion regime with non-degenerate slowdown Rami Atar , 2011 .

[41]  Avishai Mandelbaum,et al.  Queues with Many Servers and Impatient Customers , 2012, Math. Oper. Res..

[42]  Robert E. Stanford,et al.  Reneging Phenomena in Single Channel Queues , 1979, Math. Oper. Res..

[43]  Peter W. Glynn,et al.  Properties of the Reflected Ornstein–Uhlenbeck Process , 2003, Queueing Syst. Theory Appl..

[44]  R. A. Green,et al.  Using queueing theory to increase the effectiveness of emergency department provider staffing. , 2006, Academic emergency medicine : official journal of the Society for Academic Emergency Medicine.

[45]  W. Whitt,et al.  Transient behavior of regulated Brownian motion, I: Starting at the origin , 1987, Advances in Applied Probability.

[46]  Andreas Brandt,et al.  On the M(n)/M(n)/s Queue with Impatient Calls , 1999, Perform. Evaluation.

[47]  K. Ramanan,et al.  Asymptotic approximations for stationary distributions of many-server queues with abandonment , 2010, 1003.3373.

[48]  Sunggon Kim,et al.  The Virtual Waiting Time of the M/G/1 Queue with Impatient Customers , 2001, Queueing Syst. Theory Appl..

[49]  Baris Ata,et al.  Dynamic Control of a Make-to-Order, Parallel-Server System with Cancellations , 2009, Oper. Res..

[50]  Bo Zhang,et al.  Staffing Call Centers with Impatient Customers: Refinements to Many-Server Asymptotics , 2012, Oper. Res..

[51]  Tolga Tezcan,et al.  Many-server diffusion limits for G/Ph/n+GI queues , 2010, 1011.2034.

[52]  Amy R. Ward,et al.  Dynamic Scheduling of a Two-Server Parallel Server System with Complete Resource Pooling and Reneging in Heavy Traffic: Asymptotic Optimality of a Two-Threshold Policy , 2013, Math. Oper. Res..

[53]  David Perry,et al.  Rejection rules in theM/G/1 queue , 1995, Queueing Syst. Theory Appl..

[54]  Otis B. Jennings,et al.  An Overloaded Multiclass FIFO Queue with Abandonments , 2012, Oper. Res..

[55]  Kavita Ramanan,et al.  Heavy traffic analysis for EDF queues with reneging , 2011, The Annals of Applied Probability.

[56]  Kavita Ramanan,et al.  Law of large numbers limits for many-server queues , 2007, 0708.0952.

[57]  Ali Movaghar-Rahimabadi On queueing with customer impatience until the beginning of service , 1998, Queueing Syst. Theory Appl..

[58]  Donald F. Towsley,et al.  Optimal scheduling policies for a class of queues with customer deadlines to the beginning of service , 1988, JACM.

[59]  Ward Whitt,et al.  An Introduction to Stochastic-Process Limits and their Application to Queues , 2002 .

[60]  A. Stolyar,et al.  Heavy tra c limits for a mobile phone system loss model , 1994 .

[61]  Andreas Brandt,et al.  Asymptotic Results and a Markovian Approximation for the M(n)/M(n)/s+GI System , 2002, Queueing Syst. Theory Appl..

[62]  Ward Whitt,et al.  How Multiserver Queues Scale with Growing Congestion-Dependent Demand , 2003, Oper. Res..

[63]  D. Y. Barrer Queuing with Impatient Customers and Ordered Service , 1957 .

[64]  Ward Whitt,et al.  Transient behavior of regulated Brownian motion, II: Non-zero initial conditions , 1987 .

[65]  R. Atar A diffusion model of scheduling control in queueing systems with many servers , 2005, math/0503518.

[66]  R. Atar A Diffusion Regime with Nondegenerate Slowdown , 2008, Oper. Res..

[67]  Charles Stone Limit theorems for random walks, birth and death processes, and diffusion processes , 1963 .

[68]  J. G. Dai,et al.  Customer Abandonment in Many-Server Queues , 2010, Math. Oper. Res..

[69]  J. T. Cox,et al.  A duality relation for entrance and exit laws for Markov processes , 1984 .

[70]  F. Baccelli,et al.  Single-server queues with impatient customers , 1984, Advances in Applied Probability.

[71]  D. Iglehart,et al.  Multiple channel queues in heavy traffic. I , 1970, Advances in Applied Probability.

[72]  Philippe Robert,et al.  Fluid Limits for Processor-Sharing Queues with Impatience , 2008, Math. Oper. Res..

[73]  D. E. Heyman,et al.  Diffusion Approximations , 2004 .

[74]  Edward G. Coffman,et al.  Processor-Shared Buffers with Reneging , 1994, Perform. Evaluation.

[75]  W. Whitt,et al.  PIECEWISE-LINEAR DIFFUSION PROCESSES , 1995 .

[76]  Arka P. Ghosh,et al.  Optimal buffer size and dynamic rate control for a queueing network with impatient customers in heavy traffic . ∗ , 2008 .

[77]  Steven Nahmias,et al.  Perishable Inventory Theory: A Review , 1982, Oper. Res..

[78]  Bezalel Gavish,et al.  The Markovian Queue with Bounded Waiting time , 1977 .

[79]  Ward Whitt,et al.  Heavy-Traffic Limits for Loss Proportions in Single-Server Queues , 2004, Queueing Syst. Theory Appl..

[80]  P. D. Finch Deterministic customer impatience in the queueing system GI/M/1 , 1960 .

[81]  Nahum Shimkin,et al.  The cµ/theta Rule for Many-Server Queues with Abandonment , 2010, Oper. Res..

[82]  Xuanming Su,et al.  Patient Choice in Kidney Allocation: The Role of the Queueing Discipline , 2004, Manuf. Serv. Oper. Manag..

[83]  Arka P. Ghosh,et al.  Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic , 2010 .

[84]  H. Kaspi,et al.  Inventory systems of perishable commodities , 1983, Advances in Applied Probability.

[85]  Baris Balcioglu,et al.  Approximations for the M/GI/N+GI type call center , 2008, Queueing Syst. Theory Appl..

[86]  MandelbaumAvishai,et al.  Call Centers with Impatient Customers , 2005 .

[87]  Tolga Tezcan,et al.  Hazard Rate Scaling for the GI / M / n + GI Queue , 2009 .

[88]  Peter W. Glynn,et al.  A Diffusion Approximation for a Markovian Queue with Reneging , 2003, Queueing Syst. Theory Appl..

[89]  P. Glynn,et al.  Complete corrected diffusion approximations for the maximum of a random walk , 2006, math/0607121.

[90]  Johan van Leeuwaarden,et al.  Corrected asymptotics for a multi-server queue in the Halfin-Whitt regime , 2008, Queueing Syst. Theory Appl..

[91]  J. Harrison,et al.  Brownian motion and stochastic flow systems , 1986 .

[92]  C. Knessl,et al.  Transient behaviour of the Halfin-Whitt diffusion , 2011 .

[93]  S. S. Rao,et al.  Queuing with balking and reneging in M|G|1 systems , 1967 .