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Dynamic scheduling of a parallel server system in heavy traffic with complete resource pooling: asymptotic optimality of a threshold policy. (2005)

by S L Bell, R J Williams
Venue:Electronic Journal of Probability ,
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Telephone call centers: Tutorial, review, and research prospects

by Noah Gans, Ger Koole, Avishai Mandelbaum - Mgmt , 2003
"... Telephone call centers are an integral part of many businesses, and their economic role is significant and growing. They are also fascinating socio-technical systems in which the behavior of customers and employees is closely intertwined with physical performance measures. In these environments trad ..."
Abstract - Cited by 295 (16 self) - Add to MetaCart
Telephone call centers are an integral part of many businesses, and their economic role is significant and growing. They are also fascinating socio-technical systems in which the behavior of customers and employees is closely intertwined with physical performance measures. In these environments traditional operational models are of great value – and at the same time fundamentally limited – in their ability to characterize system performance. We review the state of research on telephone call centers. We begin with a tutorial on how call centers function and proceed to survey academic research devoted to the management of their operations. We then outline important problems that have not been addressed and identify promising directions for future research. Acknowledgments The authors thank Lee Schwarz, Wallace Hopp and the editorial board of M&SOM for initiating this project, as well as the referees for their valuable comments. Thanks are also due to L. Brown, A. Sakov, H. Shen, S. Zeltyn and L. Zhao for their approval of importing pieces of [36, 112].
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... of Stolyar [143], which characterizes optimal policies for a more general resource pooling condition, compactly lays out the relevant literature. Section 3 and the beginning of Section 5 in Williams =-=[160]-=- have the full story. Harrison and Lopez [77] is the first skills-based-routing model that resembles the reality of a call center. In [59] both the model, which lists only call-center-wide processing ...

Dynamic Scheduling of a System with Two Parallel Servers in Heavy Traffic with Resource Pooling: Asymptotic Optimality of a Threshold Policy

by S. L. Bell, R. J. Williams - Annals of Applied Probability , 1999
"... This paper concerns a dynamic scheduling problem for a queueing system that has two streams of arrivals to infinite capacity buffers and two (non-identical) servers working in parallel. One server can only process jobs from one buffer, whereas the other server can process jobs from either buffer. Th ..."
Abstract - Cited by 114 (6 self) - Add to MetaCart
This paper concerns a dynamic scheduling problem for a queueing system that has two streams of arrivals to infinite capacity buffers and two (non-identical) servers working in parallel. One server can only process jobs from one buffer, whereas the other server can process jobs from either buffer. The service time distribution may depend on the buffer being served and the server providing the service. The system manager dynamically schedules waiting jobs onto available servers. We consider a parameter regime in which the system satisfies both a heavy traffic condition and a resource pooling condition. Our cost function is a mean cumulative discounted cost of holding jobs in the system, where the (undiscounted) cost per unit time is a linear function of normalized (with heavy traffic scaling) queue length. We first review the analytic solution of the Brownian control problem (formal heavy traffic approximation) for this system. We "interpret" this solution by proposing a threshold contro...
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...f such policies is given in [12]. Assuming the heavy traffic resource pooling condition of Harrison and L'opez [12], a candidate for an asymptotically optimal threshold policy is proposed in Williams =-=[37]-=- for the multiserver problem. The analysis of the two 5 server problem considered in this paper is expected to play a key role in an iterative proof that this threshold policy is asymptotically optima...

Scheduling flexible servers with convex delay costs: Heavy-traffic optimality of the generalized cμ-rule

by Avishai Mandelbaum, Alexander L. Stolyar - OPER. RES , 2004
"... ..."
Abstract - Cited by 94 (9 self) - Add to MetaCart
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Maximum pressure policies in stochastic processing networks

by J. G. Dai, Wuqin Lin , 2005
"... Complex systems like semiconductor wafer fabrication facilities (fabs), networks of data switches, and large-scale call centers all demand efficient resource allocation. Deterministic models like linear programs (LP) have been used for capacity planning at both the design and expansion stages of s ..."
Abstract - Cited by 71 (6 self) - Add to MetaCart
Complex systems like semiconductor wafer fabrication facilities (fabs), networks of data switches, and large-scale call centers all demand efficient resource allocation. Deterministic models like linear programs (LP) have been used for capacity planning at both the design and expansion stages of such systems. LP-based planning is critical in setting a medium range or long-term goal for many systems, but it does not translate into a day-to-day operational policy that must deal with discreteness of jobs and the randomness of the processing environment. A stochastic processing network, advanced by J. Michael Harrison (2000, 2002, 2003), is a system that takes inputs of materials of various kinds and uses various processing resources to produce outputs of materials of various kinds. Such a network provides a powerful abstraction of a wide range of real-world systems. It provides high-fidelity stochastic models in diverse economic sectors including manufacturing, service, and information technology. We propose a family of maximum pressure service policies for dynamically allocating service capacities in a stochastic processing network. Under a mild assumption on network structure, we prove that a network operating under a maximum pressure policy achieves maximum throughput predicted by LPs. These policies are semilocal in the sense that each

Pathwise optimality of the exponential scheduling rule for wireless channels

by Sanjay Shakkottai, R. Srikant, Alexander L. Stolyar - Advances in Applied Probability , 2004
"... We consider the problem of scheduling transmissions of multiple data users (flows) sharing the same wireless channel (server). The unique feature of this problem is the fact that the capacity (service rate) of the channel varies randomly with time and asynchronously for different users. We study a s ..."
Abstract - Cited by 61 (19 self) - Add to MetaCart
We consider the problem of scheduling transmissions of multiple data users (flows) sharing the same wireless channel (server). The unique feature of this problem is the fact that the capacity (service rate) of the channel varies randomly with time and asynchronously for different users. We study a scheduling policy called Exponential scheduling rule, which was introduced in an earlier paper. Given a system with N users, and any set of positive numbers {an},n = 1,2,...,N, we show that in a heavy-traffic limit, under a non-restrictive complete resource pooling condition, this algorithm has the property that, for each time t, it (asymptotically) minimizes maxn an˜qn(t), where ˜qn(t) is user n queue length in the heavy traffic regime.
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...l, The CRP condition holds if and only if conditions (i) and (ii’) hold. The notion of Complete Resource Pooling was introduced in earlier papers, in particular in the work on parallel server systems =-=[10, 12, 2, 22]-=-, and is closely related to the equivalent workload formulations of Brownian control problems [13, 11]. From a physical viewpoint, CRP means that “service resources” (in our case - channel states) are...

Scheduling control for queueing systems with many servers: Asymptotic optimality in heavy traffic

by Rami Atar , 2005
"... 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 s ..."
Abstract - Cited by 43 (6 self) - Add to MetaCart
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 Halfin and Whitt, in which the arrival rates and the number of servers at each station grow without bound. The two versions of the problem are not, in general, asymptotically equivalent in this regime, with the preemptive version showing an asymptotic behavior that is, in a sense, much simpler. Under appropriate assumptions on the structure of the system we show: (i) The value function for the preemptive problem converges to V, the value of a related diffusion control problem. (ii) The two versions of the problem are asymptotically equivalent, and in particular nonpreemptive policies can be constructed that asymptotically achieve the value V. The construction of these policies is based on a Hamilton–Jacobi–Bellman equation associated with V.
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...we are led to impose the assumption that, in fact, all activities are basic. In this paper we find that under this condition, a simplification indeed takes place. It follows from a result of Williams =-=[14]-=- that if all activities are basic, then the graph, having classes and stations as vertices and activities as edges, is necessarily a tree [as, e.g., in Figure 1(b)]. We refer to this structural condit...

Asymptotic optimality of maximum pressure policies in stochastic processing networks

by J. G. Dai, Wuqin Lin - Annals of Applied Probability , 2008
"... We consider a class of stochastic processing networks. Assume that the networks satisfy a complete resource pooling condition. We prove that each maximum pressure policy asymptotically minimizes the workload process in a stochastic processing network in heavy traffic. We also show that, under each q ..."
Abstract - Cited by 43 (4 self) - Add to MetaCart
We consider a class of stochastic processing networks. Assume that the networks satisfy a complete resource pooling condition. We prove that each maximum pressure policy asymptotically minimizes the workload process in a stochastic processing network in heavy traffic. We also show that, under each quadratic holding cost structure, there is a maximum pressure policy that asymptotically minimizes the holding cost. A key to the optimality proofs is to prove a state space collapse result and a heavy traffic limit theorem for the network processes under a maximum pressure policy. We extend a framework of Bramson [Queueing Systems Theory Appl. 30 (1998) 89–148] and Williams [Queueing Systems Theory Appl. 30 (1998b) 5–25] from the multiclass queueing network setting to the stochastic processing network setting to prove the state space collapse result and the heavy traffic limit theorem. The extension can be adapted to other studies of stochastic processing networks.

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

by Rami Atar, Avi Mandelbaum, Martin I. Reiman - THE ANNALS OF APPLIED PROBABILITY , 2004
"... We 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, line ..."
Abstract - Cited by 42 (14 self) - Add to MetaCart
We 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 ≈ r + β √ r 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.)

Dynamic scheduling of a multi-class queue in the Halfin-Whitt heavy traffic regime

by J. Michael Harrison, Assaf Zeevi , 2003
"... We consider a Markovian model of a multiclass queueing system in which a single large pool of servers attends to the various customer classes. Customers waiting to be served may abandon the queue, and there is a cost penalty associated with such abandonments. Service rates, abandonment rates and aba ..."
Abstract - Cited by 41 (5 self) - Add to MetaCart
We consider a Markovian model of a multiclass queueing system in which a single large pool of servers attends to the various customer classes. Customers waiting to be served may abandon the queue, and there is a cost penalty associated with such abandonments. Service rates, abandonment rates and abandonment penalties are generally different for the different classes. The problem studied is that of dynamically scheduling the various classes. We consider the Halfin-Whitt heavy traffic regime, where the total arrival rate and the number of servers both become large in such a way that the system’s traffic intensity parameter approaches one. An approximating diffusion control problem is described and justified as a purely formal (i.e., non rigorous) heavy traffic limit. The Hamilton-Jacobi-Bellman equation associated with the limiting diffusion control problem is shown to have a smooth (classical) solution, and optimal controls are shown to have an extremal or “bang-bang ” character. Several useful qualitative insights are derived from the mathematical analysis, including a “square root rule ” for sizing large systems and a sharp contrast between system behavior in the Halfin-Whitt regime versus that observed in the “conventional ” heavy traffic regime. The latter phenomenon is illustrated by means of a numerical example having two customer classes.

Responding to Unexpected Overloads in Large-Scale Service Systems

by Ohad Perry, Ward Whitt
"... informs ..."
Abstract - Cited by 32 (21 self) - Add to MetaCart
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