Robust heavy-traffic approximations for service systems facing overdispersed demand

Britt W. J. Mathijsen (), A. J. E. M. Janssen, Johan S. H. Leeuwaarden and Bert Zwart
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Britt W. J. Mathijsen: Eindhoven University of Technology
A. J. E. M. Janssen: Eindhoven University of Technology
Johan S. H. Leeuwaarden: Eindhoven University of Technology
Bert Zwart: Eindhoven University of Technology

Queueing Systems: Theory and Applications, 2018, vol. 90, issue 3, No 3, 257-289

Abstract: Abstract Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete-time stochastic models for which we derive heavy-traffic approximations that are scalable in the system size. Subsequently, we show how this leads to novel capacity sizing rules that acknowledge the presence of overdispersion. This, in turn, leads to robust approximations for performance characteristics of systems that are of moderate size and/or may not operate in heavy traffic.

Keywords: Heavy-traffic approximations; Overdispersion; Saddle point method; Random walk; 60K25; 60G50; 30E20; 41A60 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s11134-018-9584-z

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