A computational approach to steady-state convergence of fluid limits for Coxian queuing networks with abandonment

Max Tschaikowski () and Mirco Tribastone ()
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Max Tschaikowski: IMT School for Advanced Studies Lucca
Mirco Tribastone: IMT School for Advanced Studies Lucca

Annals of Operations Research, 2017, vol. 252, issue 1, No 7, 120 pages

Abstract: Abstract Many-server queuing networks with general service and abandonment times have proven to be a realistic model for scenarios such as call centers and health-care systems. The presence of abandonment makes analytical treatment difficult for general topologies. Hence, such networks are usually studied by means of fluid limits. The current state of the art, however, suffers from two drawbacks. First, convergence to a fluid limit has been established only for the transient, but not for the steady state regime. Second, in the case of general distributed service and abandonment times, convergence to a fluid limit has been either established only for a single queue, or has been given by means of a system of coupled integral equations which does not allow for a numerical solution. By making the mild assumption of Coxian-distributed service and abandonment times, in this paper we address both drawbacks by establishing convergence in probability to a system of coupled ordinary differential equations (ODEs) using the theory of Kurtz. The presence of abandonments leads in many cases to ODE systems with a global attractor, which is known to be a sufficient condition for the fluid and the stochastic steady state to coincide in the limiting regime. The fact that our ODE systems are piecewise affine enables a computational method for establishing the presence of a global attractor, based on a solution of a system of linear matrix inequalities.

Keywords: Abandonment queueing networks; Fluid limits; Linear matrix inequalities (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s10479-016-2193-5

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