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32
Efficiencydriven heavytraffic approximations for manyserver queues with abandonments
 Management Science
, 2004
"... Motivated by the desire to understand the performance of serviceoriented call centers, which often provide lowtomoderate quality of service, this paper investigates the efficiencydriven (ED) limiting regime for manyserver queues with abandonments. The starting point is the realization that, in ..."
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Cited by 48 (32 self)
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Motivated by the desire to understand the performance of serviceoriented call centers, which often provide lowtomoderate quality of service, this paper investigates the efficiencydriven (ED) limiting regime for manyserver queues with abandonments. The starting point is the realization that, in the presence of substantial customer abandonment, callcenter servicelevel agreements (SLA’s) can be met in the ED regime, where the arrival rate exceeds the maximum possible service rate. Mathematically, the ED regime is defined by letting the arrival rate and the number of servers increase together so that the probability of abandonment approaches a positive limit. To obtain the ED regime, it suffices to let the arrival rate and the number of servers increase with the traffic intensity ρ held fixed with ρ> 1 (so that the arrival rate exceeds the maximum possible service rate). Even though the probability of delay necessarily approaches 1 in the ED regime, the ED regime can be realistic because, due to the abandonments, the delays need not be excessively large. This paper establishes ED manyserver heavytraffic limits and develops associated approximations for performance measures in the M/M/s/r + M model, having a Poisson arrival process, exponential service times, s servers, r extra waiting spaces and exponential abandon times (the final +M). In the ED regime, essentially the same limiting behavior occurs when the abandonment rate α approaches 0 as when the number of servers s approaches ∞; indeed, it suffices to assume that s/α → ∞. The ED approximations are shown to be useful by comparing them to exact numerical results for the M/M/s/r + M model obtained using an algorithm developed in Whitt (2003), which exploits numerical transform inversion.
Dynamic routing in largescale service systems with heterogeneous servers, Queueing Systems
, 2005
"... Abstract. Motivated by modern call centers, we consider largescale service systems with multiple server pools and a single customer class. For such systems, we propose a simple routing rule which asymptotically minimizes the steadystate queue length and virtual waiting time. The proposed routing s ..."
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Cited by 37 (12 self)
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Abstract. Motivated by modern call centers, we consider largescale service systems with multiple server pools and a single customer class. For such systems, we propose a simple routing rule which asymptotically minimizes the steadystate queue length and virtual waiting time. The proposed routing scheme is FSF which assigns customers to the Fastest Servers First. The asymptotic regime considered is the HalfinWhitt manyserver heavytraffic regime, which we refer to as the Quality and Efficiency Driven (QED) regime; it achieves high levels of both service quality and system efficiency by carefully balancing between the two. Additionally, expressions are provided for system limiting performance measures based on diffusion approximations. Our analysis shows that in the QED regime this heterogeneous server system outperforms its homogeneous server counterpart.
Engineering solution of a basic callcenter model
 Management Science
, 2005
"... An algorithm is developed to rapidly compute approximations for all the standard steadystate performance measures in the basic callcenter queueing model M/GI/s/r+GI, which has a Poisson arrival process, IID service times with a general distribution, s servers, r extra waiting spaces and IID custom ..."
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Cited by 32 (23 self)
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An algorithm is developed to rapidly compute approximations for all the standard steadystate performance measures in the basic callcenter queueing model M/GI/s/r+GI, which has a Poisson arrival process, IID service times with a general distribution, s servers, r extra waiting spaces and IID customer abandonment times with a general distribution. Empirical studies of call centers indicate that the servicetime and abandontime distributions often are not nearly exponential, so that it is important to go beyond the Markovian M/M/s/r + M special case, but the general servicetime and abandontime distributions make the realistic model very difficult to analyze directly. The proposed algorithm is based on an approximation by an appropriate Markovian M/M/s/r + M(n) queueing model, where M(n) denotes statedependent abandonment rates. After making an additional approximation, steadystate waitingtime distributions are characterized via their Laplace transforms. Then the approximate distributions are computed by numerically inverting the transforms. Simulation experiments show that the approximation is quite accurate. The overall algorithm can be applied to determine desired staffing levels, e.g., the minimum number of servers needed to guarantee that, first, the abandonment rate is below any specified target value and, second, that the conditional probability that an arriving customer will be served within a specified deadline, given that the customer eventually will be served, is at least a specified target value.
A diffusion approximation for the G/GI/n/m queue
 Operations Research
"... informs ® doi 10.1287/opre.1040.0136 © 2004 INFORMS We develop a diffusion approximation for the queuelength stochastic process in the G/GI/n/m queueing model (having a general arrival process, independent and identically distributed service times with a general distribution, n servers, and m extra ..."
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Cited by 26 (7 self)
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informs ® doi 10.1287/opre.1040.0136 © 2004 INFORMS We develop a diffusion approximation for the queuelength stochastic process in the G/GI/n/m queueing model (having a general arrival process, independent and identically distributed service times with a general distribution, n servers, and m extra waiting spaces). We use the steadystate distribution of that diffusion process to obtain approximations for steadystate performance measures of the queueing model, focusing especially upon the steadystate delay probability. The approximations are based on heavytraffic limits in which n tends to infinity as the traffic intensity increases. Thus, the approximations are intended for large n. For the GI/M/n/ � special case, Halfin and Whitt (1981) showed that scaled versions of the queuelength process converge to a diffusion process when the traffic intensity �n approaches 1 with �1 − �n � √ n → � for 0 <�<�. A companion paper, Whitt (2005), extends that limit to a special class of G/GI/n/mn models in which the number of waiting places depends on n and the servicetime distribution is a mixture of an exponential distribution with probability p and a unit point mass at 0 with probability 1 − p. Finite waiting rooms are treated by incorporating the additional limit mn / √ n → � for 0 <� � �. The approximation for the more general G/GI/n/m model developed here is consistent
Heavytraffic limits for waiting times in manyserver queues with abandonments
, 2008
"... In this online supplement we provide results that we have omitted from the main paper. First, in Appendix A, we give a proof of Lemma 2.1. In Appendix B we give a proof of Theorem 6.1 using the technique described in [2]. Finally, in Appendix C, we give an alternative proof of Theorem 5.2 using stop ..."
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Cited by 16 (8 self)
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In this online supplement we provide results that we have omitted from the main paper. First, in Appendix A, we give a proof of Lemma 2.1. In Appendix B we give a proof of Theorem 6.1 using the technique described in [2]. Finally, in Appendix C, we give an alternative proof of Theorem 5.2 using stopped arrival processes as in the proof of Theorem 6.3.
Analysis of jointheshortestqueue routing for web server farms
 In PERFORMANCE 2007. IFIP WG 7.3 International Symposium on Computer Modeling, Measurement and Evaluation
, 2007
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Realtime delay estimation based on delay history
, 2007
"... Motivated by interest in making delay announcements to arriving customers who must wait in call centers and related service systems, we study the performance of alternative realtime delay estimators based on recent customer delay experience. The main estimators considered are: (i) the delay of the ..."
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Cited by 8 (4 self)
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Motivated by interest in making delay announcements to arriving customers who must wait in call centers and related service systems, we study the performance of alternative realtime delay estimators based on recent customer delay experience. The main estimators considered are: (i) the delay of the last customer to enter service (LES), (ii) the delay experienced so far by the customer at the head of the line (HOL), and (iii) the delay experienced by the customer to have arrived most recently among those who have already completed service (RCS). We compare these delayhistory estimators to the estimator based on the queue length (QL), which requires knowledge of the mean interval between successive service completions in addition to the queue length. We characterize performance by the mean squared error (MSE). We do analysis and conduct simulations for the standard GI/M/s multiserver queueing model, emphasizing the case of large s. We obtain analytical results for the conditional distribution of the delay given the observed HOL delay. An approximation to its mean value serves as a refined estimator. For all three candidate delay estimators, the MSE relative to the square of the mean is asymptotically negligible in the manyserver and classical heavytraffic limiting regimes.
Steadystate analysis of a multiserver queue in the HalfinWhitt regime
, 2008
"... We examine a multiserver queue in the HalfinWhitt (Quality and EfficiencyDriven) regime: as the number of servers n increases, the utilization approaches 1 from below at the rate Θ(1 / √ n). The arrival process is renewal and service times have a latticevalued distribution with a finite suppor ..."
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Cited by 8 (0 self)
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We examine a multiserver queue in the HalfinWhitt (Quality and EfficiencyDriven) regime: as the number of servers n increases, the utilization approaches 1 from below at the rate Θ(1 / √ n). The arrival process is renewal and service times have a latticevalued distribution with a finite support. We consider the steadystate distribution of the queue length and waiting time in the limit as the number of servers n increases indefinitely. The queue length distribution, in the limit as n → ∞, is characterized in terms of the stationary distribution of an explicitly constructed Markov chain. As a consequence, the steadystate queue length and waiting time scale as Θ ( √ n) and Θ(1 / √ n) as n → ∞, respectively. Moreover, an explicit expression for the critical exponent is derived for the moment generating function of a limiting (scaled) steadystate queue length. This exponent depends on three parameters: the amount of spare capacity and the coefficients of variation of interarrival and service times. Interestingly, it matches an analogous exponent corresponding to a singleserver queue in the conventional heavytraffic regime. The results are derived by analyzing Lyapunov functions.
Asymptotic analysis of loss probabilities in GI/M/m/n queueing systems as n increases to infinity
 Qual. Technol. Quantit. Manag
, 2007
"... Abstract. The paper studies asymptotic behavior of the loss probability for the GI/M/m/n queueing system as n increases to infinity. The approach of the paper is based on applications of classic results of Takács (1967) and the Tauberian theorem with remainder of Postnikov (19791980) associated wit ..."
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Cited by 6 (6 self)
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Abstract. The paper studies asymptotic behavior of the loss probability for the GI/M/m/n queueing system as n increases to infinity. The approach of the paper is based on applications of classic results of Takács (1967) and the Tauberian theorem with remainder of Postnikov (19791980) associated with the recurrence relation of convolution type. The main result of the paper is associated with asymptotic behavior of the loss probability. Specifically it is shown that in some cases (precisely described in the paper) where the load of the system approaches 1 from the left and n increases to infinity, the loss probability of the GI/M/m/n queue becomes asymptotically independent of the parameter m.
Heavytraffic limits for loss proportions in singleserver queues
 Queueing Syst
, 2004
"... Abstract. We establish heavytraffic stochasticprocess limits for the queuelength and overflow stochastic processes in the standard singleserver queue with finite waiting room (G/G/1/K). We show that, under regularity conditions, the content and overflow processes in related singleserver models ..."
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Cited by 5 (0 self)
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Abstract. We establish heavytraffic stochasticprocess limits for the queuelength and overflow stochastic processes in the standard singleserver queue with finite waiting room (G/G/1/K). We show that, under regularity conditions, the content and overflow processes in related singleserver models with finite waiting room, such as the finite dam, satisfy the same heavytraffic stochasticprocess limits. As a consequence, we obtain heavytraffic limits for the proportion of customers or input lost over an initial interval. Except for an interchange of the order of two limits, we thus obtain heavytraffic limits for the steadystate loss proportions. We justify the interchange of limits in M/GI/1/K and GI/M/1/K special cases of the standard GI/GI/1/K model by directly establishing local heavytraffic limits for the steadystate blocking probabilities.