Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic

dc.creatorAtar, Rami
dc.creatorMandelbaum, Avi
dc.creatorReiman, Martin I.
dc.date2004-07-05
dc.date.accessioned2026-07-07T05:09:56Z
dc.date.available2026-07-07T05:09:56Z
dc.descriptionWe consider the problem of scheduling a queueing system in which many statistically identical servers cater to several classes of impatient customers. Service times and impatience clocks are exponential while arrival processes are renewal. Our cost is an expected cumulative discounted function, linear or nonlinear, of appropriately normalized performance measures. As a special case, the cost per unit time can be a function of the number of customers waiting to be served in each class, the number actually being served, the abandonment rate, the delay experienced by customers, the number of idling servers, as well as certain combinations thereof. We study the system in an asymptotic heavy-traffic regime where the number of servers n and the offered load r are simultaneously scaled up and carefully balanced: n\approx r+β\sqrtr for some scalar β. This yields an operation that enjoys the benefits of both heavy traffic (high server utilization) and light traffic (high service levels.)
dc.identifierhttps://arxiv.org/abs/math/0407058
dc.identifierhttp://arxiv.org/abs/math/0407058
dc.identifierAnnals of Applied Probability 2004, Vol. 14, No. 3, 1084-1134
dc.identifierdoi:10.1214/105051604000000233
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/71773
dc.subjectProbability
dc.subject60K25, 68M20, 90B22, 90B36, 49L20 (Primary)
dc.titleScheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic
dc.typetext

Files

Collections