Fluid models of many-server queues with abandonment

We study many-server queues with abandonment in which customers have general service and patience time distributions. The dynamics of the system are modeled using measure-valued processes, to keep track of the residual service and patience times of each customer. Deterministic fluid models are established to provide a first-order approximation for this model. The fluid model solution, which is proved to uniquely exist, serves as the fluid limit of the many-server queue, as the number of servers becomes large. Based on the fluid model solution, first-order approximations for various performance quantities are proposed.

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

[2]  Lukasz Kruk,et al.  Heavy traffic limit for processor sharing queue with soft deadlines , 2007, 0707.4600.

[3]  WhittWard,et al.  Service Interruptions in Large-Scale Service Systems , 2009 .

[4]  Dudley,et al.  Real Analysis and Probability: Measurability: Borel Isomorphism and Analytic Sets , 2002 .

[5]  Jean-Paul Chilès,et al.  Wiley Series in Probability and Statistics , 2012 .

[6]  P. Rousseeuw,et al.  Wiley Series in Probability and Mathematical Statistics , 2005 .

[7]  M. Reiman,et al.  The multiclass GI/PH/N queue in the Halfin-Whitt regime , 2000, Advances in Applied Probability.

[8]  Sلأren Asmussen,et al.  Applied Probability and Queues , 1989 .

[9]  P. Billingsley,et al.  Convergence of Probability Measures , 1969 .

[10]  Guodong Pang,et al.  Service Interruptions in Large-Scale Service Systems , 2009, Manag. Sci..

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

[12]  Anatolii A. Puhalskii,et al.  On the $$M_t/M_t/K_t+M_t$$ queue in heavy traffic , 2008, Math. Methods Oper. Res..

[13]  Kai Lai Chung,et al.  A Course in Probability Theory , 1949 .

[14]  Bert Zwart,et al.  Diffusion Limits of Limited Processor Sharing Queues , 2009, 0912.5306.

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

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

[17]  Bert Zwart,et al.  Law of Large Number Limits of Limited Processor-Sharing Queues , 2009, Math. Oper. Res..

[18]  Kellen Petersen August Real Analysis , 2009 .

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

[20]  H. Kaspi,et al.  SPDE Limits of Many Server Queues , 2010, 1010.0330.

[21]  Avishai Mandelbaum,et al.  Queues with Many Servers: The Virtual Waiting-Time Process in the QED Regime , 2008, Math. Oper. Res..

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

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

[24]  Amber L. Puha,et al.  THE FLUID LIMIT OF A HEAVILY LOADED PROCESSOR SHARING QUEUE , 2002 .

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

[26]  David Gamarnik,et al.  Steady-state analysis of a multiserver queue in the Halfin-Whitt regime , 2007, Advances in Applied Probability.

[27]  M. Manhart,et al.  Markov Processes , 2018, Introduction to Stochastic Processes and Simulation.

[28]  Ward Whitt,et al.  Efficiency-Driven Heavy-Traffic Approximations for Many-Server Queues with Abandonments , 2004, Manag. Sci..

[29]  Avishai Mandelbaum,et al.  A model for rational abandonments from invisible queues , 2000, Queueing Syst. Theory Appl..

[30]  A. Krall Applied Analysis , 1986 .

[31]  Predrag R. Jelenkovic,et al.  Heavy Traffic Limits for Queues with Many Deterministic Servers , 2004, Queueing Syst. Theory Appl..

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

[33]  Bert Zwart,et al.  DIFFUSION LIMITS OF LIMITED PROCESSOR SHARING , 2010 .

[34]  Anatolii A. Puhalskii,et al.  On many-server queues in heavy traffic , 2010, 1001.2163.

[35]  Avishai Mandelbaum,et al.  Statistical Analysis of a Telephone Call Center , 2005 .

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

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

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