A queueing model has $J\ge2$ heterogeneous service stations, each consisting of many independent servers with identical capabilities. Customers of $I\ge2$ classes can be served at these stations at different rates, that depend on both the class and the station. A system administrator dynamically controls scheduling and routing. We study this model in the central limit theorem (or heavy traffic) regime proposed by Halfin and Whitt. We derive a diffusion model on $\mathbb {R}^I$ with a singular control term that describes the scaling limit of the queueing model. The singular term may be used to constrain the diffusion to lie in certain subsets of $\mathbb {R}^I$ at all times $t>0$. We say that the diffusion is null-controllable if it can be constrained to $\mathbb {X}_-$, the minimal closed subset of $\mathbb {R}^I$ containing all states of the prelimit queueing model for which all queues are empty. We give sufficient conditions for null controllability of the diffusion. Under these conditions we also show that an analogous, asymptotic result holds for the queueing model, by constructing control policies under which, for any given $0<ε<T<\infty$, all queues in the system are kept empty on the time interval $[ε, T]$, with probability approaching one. This introduces a new, unusual heavy traffic ``behavior'': On one hand, the system is critically loaded, in the sense that an increase in any of the external arrival rates at the ``fluid level'' results with an overloaded system. On the other hand, as far as queue lengths are concerned, the system behaves as if it is underloaded.
The present paper provides some new stochastic inequalities for the characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems. These stochastic inequalities are based on substantially deepen up- and down-crossings analysis, and they are stronger than the known stochastic inequalities obtained earlier. Specifically, for a class of $GI/M/1/n$ queueing system, two-side stochastic inequalities are obtained.
This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the arrival and service rates in the system. Various cases are considered: fast changing environment, fixed environment and slow changing environment. In each of the cases, using weak convergence analysis, in particular functional limit theorems for renewal processes and ergodic Markov processes, it is shown that an appropriate "averaged" version of the classical…
The interest to retrial queueing systems is due to their application to telephone systems. The paper studies multiserver retrial queueing systems with $n$ servers. Arrival process is a quite general point process. An arriving customer occupies one of free servers. If upon arrival all servers are busy, then the customer waits for his service in orbit, and after random time retries more and more to occupy a server. The orbit has one waiting space only, and arriving customer, who finds all servers busy and the waiting space occupied, losses from the system. Time intervals between possible retrial…
The infinite-server queueing models with homogeneous and non-homogeneous arrivals of customers and catastrophes are considered. The probability generating functions of joint distributions of numbers of busy servers and served customers, as well as the Laplace-Stieltjes Transforms of distribution of busy period and distribution of busy cycle for the models are found.
In this paper, we develop a numerical approach based on Chaos expansions to analyze the sensitivity and the propagation of epistemic uncertainty through a queueing systems with breakdowns. Here, the quantity of interest is the stationary distribution of the model, which is a function of uncertain parameters. Polynomial chaos provide an efficient alternative to more traditional Monte Carlo simulations for modelling the propagation of uncertainty arising from those parameters. Furthermore, Polynomial chaos expansion affords a natural framework for computing Sobol' indices. Such indices give reli…
Cloud computing today is dominated by multi-server jobs. These are jobs that request multiple servers simultaneously and hold onto all of these servers for the duration of the job. Multi-server jobs add a lot of complexity to the traditional one-job-per-server model: an arrival might not "fit" into the available servers and might have to queue, blocking later arrivals and leaving servers idle. From a queueing perspective, almost nothing is understood about multi-server job queueing systems; even understanding the exact stability region is a very hard problem. In this paper, we investigate a mu…
This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers working in parallel, grouped in several stations. Servers in different stations offer service to customers of each class at possibly different rates. The control corresponds to selecting what customer class each server serves at each time. The diffusion control problem does not seem to have explicit solutions and therefore a characterization of optimal solutions…
The paper studies a closed queueing network containing two types of node. The first type (server station) is an infinite server queueing system, and the second type (client station) is a single server queueing system with autonomous service, i.e. every client station serves customers (units) only at random instants generated by strictly stationary and ergodic sequence of random variables. It is assumed that there are $r$ server stations. At the initial time moment all units are distributed in the server stations, and the $i$th server station contains $N_i$ units, $i=1,2,...,r$, where all the v…
This paper considers a discrete-time single-server queue with a single acceptance period for a Poissonian population of homogeneous customers. Customers are served on a first-come first-served (FCFS) basis, and their service times are independent and identically distributed with a general distribution. We assume that each customer chooses her/his arrival-time slot with the goal of minimizing her/his expected waiting time in competition with other customers. For this queueing game, we derive a symmetric (mixed-strategy) Nash equilibrium; that is, an equilibrium arrival-time distribution of homo…
AM/M/N+Mqueueingnetworkisconsideredwithdindependentcustomerclasses and d server pools in Halfin-Whitt regime. Class i customers has priority for service in pool i for i = 1, . . . , d, and may access some other pool if the pool has an idle server and all the servers in pool i are busy. We formulate an ergodic control problem where the running cost is given by a non- negative convex function with polynomial growth. We show that the limiting controlled diffusion is modeled by an action space which depends on the state variable. We provide a complete analysis for the limiting ergodic control prob…
A single server retrial queueing system with two-classes of orbiting customers, and general class dependent service times is considered. If an arriving customer finds the server unavailable, it enters a virtual queue, called the orbit, according to its type. The customers from the orbits retry independently to access the server according to the constant retrial policy. We derive the generating function of the stationary distribution of the number of orbiting customers at service completion epochs in terms of the solution of a Riemann boundary value problem. For the symmetrical system we also d…
In this thesis, we study the queueing systems with heterogeneous servers and service rate uncertainty under the Halfin-Whitt heavy traffic regime. First, we analyse many server queues with abandonments when service rates are i.i.d. random variables. We derive a diffusion approximation using a novel method. The diffusion has a random drift, and hence depending on the realisations of service rates, the system can be in Quality Driven (QD), Efficiency Driven (ED) or Quality-Efficiency-Driven (QED) regime. When the system is under QD or QED regime, the abandonments are negligible in the fluid limi…
This paper introduces and analyzes the notion of throughput suboptimality for many-server queueing systems in heavy traffic. The queueing model under consideration has multiple customer classes, indexed by a finite set $\mathcal{I}$, and heterogenous, exponential servers. Servers are dynamically chosen to serve customers, and buffers are available for customers waiting to be served. The arrival rates and the number of servers are scaled up in such a way that the processes representing the number of class-$i$ customers in the system, $i\in\mathcal{I}$, fluctuate about a static fluid model, that…
The paper studies a multiserver retrial queueing system with $m$ servers. Arrival process is a point process with strictly stationary and ergodic increments. A customer arriving to the system occupies one of the free servers. If upon arrival all servers are busy, then the customer goes to the secondary queue, orbit, and after some random time retries more and more to occupy a server. A service time of each customer is exponentially distributed random variable with parameter $μ_1$. A time between retrials is exponentially distributed with parameter $μ_2$ for each customer. Using a martingale ap…
In the present paper the infinite-server MMAPkGk queueing model with random resource vector of customers, marked MAP arrival and semi-Markov (SM) arrival of catastrophes is considered. The joint generating functions (PGF) of transient and stationary distributions of number of busy servers and numbers of different types served customers, as well as Laplace transformations (LT) of joint distributions of total accumulated resources in the model at moment and total accumulated resources of served customers during time interval are found. The basic differential and renewal equations for transient a…
We characterize heavy-traffic process and steady-state limits for systems staffed according to the square-root safety rule, when the service requirements of the customers are perfectly correlated with their individual patience for waiting in queue. Under the usual many-server diffusion scaling, we show that the system is asymptotically equivalent to a system with no abandonment. In particular, the limit is the Halfin-Whitt diffusion for the $M/M/n$ queue when the traffic intensity approaches its critical value $1$ from below, and is otherwise a transient diffusion, despite the fact that the pr…
This paper examines the performance of multi-class multi-server bipartite queueing systems under a FCFS-ALIS service discipline, where each arriving customer is only compatible with a subset of servers. We analyze the system under conventional heavy-traffic conditions, where the traffic intensity approaches one from below. Building upon the formulation and results of Afeche et al. 2021, we generalize the model by allowing the vector of arrival rates to approach the heavy-traffic limit from an arbitrary direction. We characterize the steady-state waiting times of the various customer classes an…
We consider a Markovian single-server retrial queueing system with a constant retrial rate. Conditions of null ergodicity and exponential ergodicity for the correspondent process, as well as bounds on the rate of convergence are obtained.
We consider a service system with an infinite number of exponential servers sharing a finite service capacity. The servers are ordered according to their speed, and arriving customers join the fastest idle server. A capacity allocation is an infinite sequence of service rates. We study the probabilistic properties of this system by considering overflows from sub-systems with a finite number of servers. Several stability measures are suggested and analysed. The tail of the series of service rates that minimizes the average expected delay (service time) is shown to be approximately geometrically…
Efficiently exploiting servers in data centers requires performance analysis methods that account not only for the stochastic nature of demand but also for server heterogeneity. Although several recent works proved optimality results for heterogeneity-aware variants of classical load-balancing algorithms in the many-server regime, we still lack a fundamental understanding of the impact of heterogeneity on performance in finite-size systems. In this paper, we consider a load-balancing algorithm that leads to a product-form queueing model and can therefore be analyzed exactly even when the numbe…
A multiclass queueing system is considered, with heterogeneous service stations, each consisting of many servers with identical capabilities. An optimal control problem is formulated, where the control corresponds to scheduling and routing, and the cost is a cumulative discounted functional of the system's state. We examine two versions of the problem: ``nonpreemptive,'' where service is uninterruptible, and ``preemptive,'' where service to a customer can be interrupted and then resumed, possibly at a different station. We study the problem in the asymptotic heavy traffic regime proposed by Ha…
In this article statistical bounds for certain output characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems are derived on the basis of large samples of an input characteristic of these systems, such as service time in the $M/GI/1/n$ queueing system or interarrival time in the $GI/M/1/n$ queueing system. The analysis of this article is based on application of Kolmogorov's statistics for empirical probability distribution functions.
In this paper, we consider a Lévy-driven fluid queueing system where the server may subject to breakdowns and repairs. In addition, the server will leave for a vacation each time when he finds an empty system. We cast the queueing process as a Lévy process modified to have random jumps at two classes of stopping times. By using the Kella-Whitt martingale method, we obtain the limiting distribution of the virtual waiting time process. Moreover, we investigate the busy period, the correlation structure and the stochastic decomposition properties. These results may be generalized to Lévy processe…
This paper considers a multichannel preemptive-resume priority queueing system with a Poisson input and an arbitrary service time distribution depending on the priority of job. Jobs of the same priority are serviced according to the LIFO rule. If, at moment of job arrival, all servers are busy, and at least one server is busy with the service of a job of a not higher than the priority of arriving job, then the service of a job is preempted such that the priority of preempted job is lowest from the priorities of the jobs in service. The service of a preempted job is resumed later. The paper pro…
We study a queueing network with a single shared server, that serves the queues in a cyclic order according to the gated service discipline. External customers arrive at the queues according to independent Poisson processes. After completing service, a customer either leaves the system or is routed to another queue. This model is very generic and finds many applications in computer systems, communication networks, manufacturing systems and robotics. Special cases of the introduced network include well-known polling models and tandem queues. We derive exact limits of the mean delays under both …
We study a system, where a random flow of customers is served by servers (called agents) invited on-demand. Each invited agent arrives into the system after a random time; after each service completion, an agent returns to the system or leaves it with some fixed probabilities. Customers and/or agents may be impatient, that is, while waiting in queue, they leave the system at a certain rate (which may be zero). We consider the queue-length-based feedback scheme, which controls the number of pending agent invitations, depending on the customer and agent queue lengths and their changes. The basic…
We consider the following distributed service model: jobs with unit mean, general distribution, and independent processing times arrive as a renewal process of rate $λn$, with $0<λ<1$, and are immediately dispatched to one of several queues associated with $n$ identical servers with unit processing rate. We assume that the dispatching decisions are made by a central dispatcher endowed with a finite memory, and with the ability to exchange messages with the servers. We study the fundamental resource requirements (memory bits and message exchange rate), in order to drive the expected queueing de…
Motivated by timeouts in Internet services, we consider networks of infinite server queues in which routing decisions are based on deadlines. Specifically, at each node in the network, the total service time equals the minimum of several independent service times (e.g. the minimum of the amount of time required to complete a transaction and a deadline). Furthermore, routing decisions depend on which of the independent service times achieves the minimum (e.g. exceeding a deadline will require the customer to be routed so they can re-attempt the transaction). Because current routing decisions ar…
We consider the heavy-traffic approximation to the $GI/M/s$ queueing system in the Halfin-Whitt regime, where both the number of servers $s$ and the arrival rate $λ$ grow large (taking the service rate as unity), with $λ=s-β\sqrt{s}$ and $β$ some constant. In this asymptotic regime, the queue length process can be approximated by a diffusion process that behaves like a Brownian motion with drift above zero and like an Ornstein-Uhlenbeck process below zero. We analyze the first passage times of this hybrid diffusion process to levels in the state space that represent congested states in the ori…
This paper studies the heavy-traffic (HT) behaviour of queueing networks with a single roving server. External customers arrive at the queues according to independent renewal processes and after completing service, a customer either leaves the system or is routed to another queue. This type of customer routing in queueing networks arises very naturally in many application areas (in production systems, computer- and communication networks, maintenance, etc.). In these networks, the single most important characteristic of the system performance is oftentimes the path time, i.e. the total time sp…
We consider queueing systems with n parallel queues under a Join the Shortest Queue (JSQ) policy in the Halfin-Whitt heavy traffic regime. We use the martingale method to prove that a scaled process counting the number of idle servers and queues of length exactly 2 weakly converges to a two-dimensional reflected Ornstein-Uhlenbeck process, while processes counting longer queues converge to a deterministic system decaying to zero in constant time. This limiting system is comparable to that of the traditional Halfin-Whitt model, but there are key differences in the queueing behavior of the JSQ m…
We study a queueing network with a single shared server that serves the queues in a cyclic order. External customers arrive at the queues according to independent Poisson processes. After completing service, a customer either leaves the system or is routed to another queue. This model is very generic and finds many applications in computer systems, communication networks, manufacturing systems, and robotics. Special cases of the introduced network include well-known polling models, tandem queues, systems with a waiting room, multi-stage models with parallel queues, and many others. A complicat…
The paper studies closed queueing networks containing a server station and $k$ client stations. The server station is an infinite server queueing system, and client stations are single-server queueing systems with autonomous service, i.e. every client station serves customers (units) only at random instants generated by a strictly stationary and ergodic sequence of random variables. The total number of units in the network is $N$. The expected times between departures in client stations are $(Nμ_j)^{-1}$. After a service completion in the server station, a unit is transmitted to the $j$th clie…
This paper studies an infinite buffer single server queueing model with exponentially distributed service times and negative arrivals. The ordinary (positive) customers arrive in batches of random size according to renewal arrival process, and joins the queue/server for service. The negative arrivals are characterized by two independent Poisson arrival processes, a negative customer which removes the positive customer undergoing service, if any, and a disaster which makes the system empty by simultaneously removing all the positive customers present in the system. Using the supplementary varia…
We consider three parallel service models in which customers of several types are served by several types of servers subject to a bipartite compatibility graph, and the service policy is first come first served. Two of the models have a fixed set of servers. The first is a queueing model in which arriving customers are assigned to the longest idling compatible server if available, or else queue up in a single queue, and servers that become available pick the longest waiting compatible customer, as studied by Adan and Weiss, 2014. The second is a redundancy service model where arriving customer…
In this paper the infinite server queue model in semi-Markov random environment with k Markov arrival streams, random resources of customers, and catastrophes is considered. After catastrophes occur, all customers in the model are flashed out and the system jumps into recovery station. After the recovery time the model works from the empty state. The transient and stationary joint distributions of numbers of different types of customers in the model at moment t, numbers of different types of served in some interval customers, volume of accumulated resources in the model at moment t, and total …
We study the ergodic properties of a class of multidimensional piecewise Ornstein-Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising in multiclass many-server queues with heavy-tailed arrivals and/or asymptotically negligible service interruptions in the Halfin-Whitt regime as special cases. In these queueing models, the Itô equations have a piecewise linear drift, and are driven by either (1) a Brownian motion and a pure-jump Lévy process, or (2) an anisotropic Lévy process with independent one-dimensional symmetric $α$-stable components, or (3) an anis…
Recurrence and ergodic properties are established for a single--server queueing system with variable intensities of arrivals and service. Convergence to stationarity is also interpreted in terms of reliability theory.
Using a result of Blanchet and Wallwater (2015: Exact sampling of stationary and time-reversed queues. ACM TOMACS, 25, 26) for exactly simulating the maximum of a negative drift random walk queue endowed with independent and identically distributed (iid) increments, we extend it to a multi-dimensional setting and then we give a new algorithm for simulating exactly the stationary distribution of a first-in-first-out (FIFO) multi-server queue in which the arrival process is a general renewal process and the service times are iid; the FIFO GI/GI/c queue with 2 \le c < 1. Our method utilizes domin…
The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service times have a two-phase Coxian distribution and the second phase is given lower priority than the first. The trade-offs between holding costs and energy consumption costs are examined by means of a suitable cost functions. Two different two-dimensional Markov process are solved exactly. The solutions are used in several numerical experiments. Some counter-intu…
A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time horizon $[0,T]$ is considered. The main result is the asymptotic optimality of a control policy derived via an underlying differential game. The result is the first to address a queueing control problem at the moderate deviation regime that goes beyond models having the so called pathwise minimality property. Moreover, despite the well known fact that an opti…
Throughput sub-optimality (TSO), introduced in Atar and Shaikhet [Ann. Appl. Probab. 19 (2009) 521-555] for static fluid models of parallel queueing networks, corresponds to the existence of a resource allocation, under which the total service rate becomes greater than the total arrival rate. As shown in Atar, Mandelbaum and Shaikhet [Ann. Appl. Probab. 16 (2006) 1764-1804] and Atar and Shaikhet (2009), in the many server Halfin-Whitt regime, TSO implies null controllability (NC), the existence of a routing policy under which, for every finite $T$, the measure of the set of times prior to $T$,…
We study a differential game that governs the moderate-deviation heavy-traffic asymptotics of a multiclass single-server queueing control problem with a risk-sensitive cost. We consider a cost set on a finite but sufficiently large time horizon, and show that this formulation leads to stationary feedback policies for the game. Several aspects of the game are explored, including its characterization via a (one-dimensional) free boundary problem, the semi-explicit solution of an optimal strategy, and the specification of a saddle point. We emphasize the analogy to the well-known Harrison-Taksar …
Motivated by the ongoing COVID-19 pandemic, this paper investigates customers' infection risk by evaluating the overlapping time of a virtual customer with others in queueing systems. Most of the current methodologies focus on characterizing the risk in stationary systems, which may not apply to the more practical time-varying systems. As such, we propose an approximation framework that relies on the fluid limit to compute the expected overlapping time in time-varying queueing systems. Simulation experiments verify the accuracy of our approach.
An elementary and rigorous justification of Dynkin's identity with an extended infinitesimal operator based on the idea of a complete probability formula is given for queueing systems with a single server and discontinuous intensities of arrivals and serving.
This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an elementary model -- the classical infinite-server model $M/M/\infty$, but models with finitely many servers and customer abandonment are also treated. The Markovian stochastic process representing the number of customers in the system is constructed in terms of rate-1 Poisson processes in two ways: (i) through random time changes and (ii) through random thinnin…
Uncovering the topology of an infinite-server queueing network from population data
The University of Melbourne（墨尔本大学）；Leiden University（莱顿大学）；University of Amsterdam（阿姆斯特丹大学）；Eindhoven University of Technology（埃因霍温理工大学）；University of Haifa（海法大学）
In this paper, we analyze a retrial queueing system with Batch Markovian Arrival Processes and two types of customers. The rate of individual repeated attempts from the orbit is modulated according to a Markov Modulated Poisson Process. Using the theory of multi-dimensional asymptotically quasi-Toeplitz Markov chain, we obtain the stability condition and the algorithm for calculating the stationary state distribution of the system. Main performance measures are presented. Furthermore, we investigate some optimization problems. The algorithm for determining the optimal number of guard servers a…
This paper develops tools to obtain robust probabilistic estimates for queueing models at the large deviations (LD) scale. These tools are based on the recently introduced robust Rényi bounds, which provide LD estimates (and more generally risk-sensitive (RS) cost estimates) that hold uniformly over an uncertainty class of models, provided that the class is defined in terms of Rényi divergence with respect to a reference model and that estimates are available for the reference model. One very attractive quality of the approach is that the class to which the estimates apply may consist of hard …
This paper considers a particular renewal-reward process with multivariate discounted rewards (inputs) where the arrival epochs are adjusted by adding some random delays. Then this accumulated reward can be regarded as multivariate discounted Incurred But Not Reported (IBNR) claims in actuarial science and some important quantities studied in queueing theory such as the number of customers in G/G/infinity queues with correlated batch arrivals. We study the long term behavior of this process as well as its moments. Asymptotic expressions and bounds for the quantities of our interest, and also c…
