Using Robust Queueing to Expose the Impact of Dependence in Single-Server Queues

Using Robust Queueing to Expose the Impact of Dependence in Single-Server Queues
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DOI:
10.1287/opre.2017.1649
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发表时间:
2017-07
期刊:
Oper. Res.
影响因子:
--
通讯作者:
W. Whitt;Wei You
W. Whitt;Wei You
中科院分区:
其他
文献类型:
--
作者:
W. Whitt;Wei You

文献摘要

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由于到达间隔时间和服务时间之间的相关性,排队应用往往变得复杂。这种依赖性在队列网络中很常见,到达者是从其他队列出发的,或者是这种复杂过程的叠加,特别是当有多个客户类别具有类别相关的服务时间分布时。我们表明,在文献中提出的单服务器队列的鲁棒性,可以扩展到产生改进的稳态性能近似在标准的随机设置,包括到达间隔时间和服务时间之间的依赖。我们提出了一个新的功能强大的稳定状态的工作量,是准确的稳态平均值的M/GI/1模型,是渐近正确的,在繁忙的交通和轻交通。仿真实验表明,该方法具有较好的通用性.在线附录可在https://doi.org/10.1287/opre.2017.1649上获得。
Queueing applications are often complicated by dependence among interarrival times and service times. Such dependence is common in networks of queues, where arrivals are departures from other queues or superpositions of such complicated processes, especially when there are multiple customer classes with class-dependent service-time distributions. We show that the robust queueing approach for single-server queues proposed in the literature can be extended to yield improved steady-state performance approximations in the standard stochastic setting that includes dependence among interarrival times and service times. We propose a new functional robust queueing formulation for the steady-state workload that is exact for the steady-state mean in the M/GI/1 model and is asymptotically correct in both heavy traffic and light traffic. Simulation experiments show that it is effective more generally. The online appendix is available at https://doi.org/10.1287/opre.2017.1649.