Time-Varying Robust Queueing

Ward Whitt () and Wei You ()
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Ward Whitt: Industrial Engineering and Operations Research, Columbia University, New York, New York 10027
Wei You: Industrial Engineering and Operations Research, Columbia University, New York, New York 10027

Operations Research, 2019, vol. 67, issue 6, 1766-1782

Abstract: We develop a time-varying robust-queueing (TVRQ) algorithm for the continuous-time workload in a single-server queue with a time-varying arrival-rate function. We apply this TVRQ to develop approximations for the periodic steady-state expected workload in models with a periodic arrival-rate function. We apply simulation and asymptotic methods to examine the performance of periodic TVRQ (PRQ). We find that PRQ predicts the mean of the periodic distribution and even the full distribution (specified by the quantiles) remarkably well. We show that the PRQ converges to a proper limit in appropriate long-cycle and heavy-traffic regimes and coincides with long-cycle fluid limits and heavy-traffic diffusion limits for long cycles.

Keywords: robust queueing theory; time-varying arrival rates; nonstationary queues; periodic queues; heavy traffic (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (6)

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