Many-server queues with customer abandonment: A survey of diffusion and fluid approximations

Journal of Systems Science and Systems Engineering - Tập 21 Số 1 - Trang 1-36 - 2012
J. G. Dai1, Shuangchi He2
1H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, USA
2Department of Industrial and Systems Engineering, National University of Singapore, Singapore, Singapore

Tóm tắt

Từ khóa


Tài liệu tham khảo

Aksin, Z., Armony, M. & Mehrotra, V. (2007). The modern call center: a multidisciplinary perspective on operations management research. Production and Operations Management, 16: 665–688

Atar, R., Giat, C. & Shimkin, N. (2010). The cµ/θ rule for many-server queues with abandonment. Operations Research, 58: 1427–1439

Atar, R., Giat, C. & Shimkin, N. (2011). On the asymptotic optimality of the cµ/θ rule under ergodic cost. Queueing Systems, 67: 127–144

Baccelli, F., Boyer, P. & Hébuterne, G. (1984). Single-server queues with impatient customers. Advances in Applied Probability, 16: 887–905

Bassamboo, A., Harrison, J. M. & Zeevi, A. (2005). Dynamic routing and admission control in high-volume service systems: asymptotic analysis via multi-scale fluid limits. Queueing Systems, 51: 249–285

Bassamboo, A., Harrison, J. M. & Zeevi, A. (2006). Design and control of a large call center: asymptotic analysis of an LP-based method. Operations Research, 54: 419–435

Bassamboo, A. & Randhawa, R. S. (2010). On the accuracy of fluid models for capacity sizing in queueing systems with impatient customers. Operations Research, 58: 1398–1413

Bhattacharya, P.P. & Ephremides, A. (1991). Stochastic monotonicity properties of multiserver queues with impatient customers. Journal of Applied Probability, 28: 673–682

Billingsley, P. (1999). Convergence of Probability Measures, 2nd ed. Wiley, New York

Boxma, O.J. & de Waal, P.R. (1994). Multiserver queues with impatient customers. In: Labetouille, J., Roberts, J.W. (eds.), The fundamental role of teletraffic in the evolution of telecommunications networks (Proc. ITC-14), pp. 743–756. North-Holland, Amsterdam

Brandt, A. & Brandt, M. (1999). On the M(n)/M (n)/ s queue with impatient calls. Performance Evaluation, 35: 1–18

Brandt, A. & Brandt, M. (2002). Asymptotic results and a Markovian approximation for the M(n)/M (n)/ s GI + system. Queueing Systems, 41: 73–94

Brockmeyer, E., Halstrøm, H.L. & Jensen, A. (1948). The life and works of A.K. Erlang. Transactions of the Danish Academy of Technical Sciences, 1948: 1–277

Brown, L., Gans, N., Mandelbaum, A., Sakov, A., Shen, H., Zeltyn, S. & Zhao, L. (2005). Statistical analysis of a telephone call center: a queueing-science perspective. Journal of the American Statistical Association, 100: 36–50

Browne, S. & Whitt, W. (1995). Piecewise-linear diffusion processes. In: Dshalalow J. (ed.), Advances in queueing, pp. 463–480. CRC Press, Boca Raton, FL

Cox, D.R. & Oakes, D. (1984). Analysis of Survival Data. Monographs on Statistics and Applied Probability, Chapman & Hall, London

Dai, J.G. & He, S. (2010). Customer abandonment in many-server queues. Mathematics of Operations Research, 35: 347–362

Dai, J.G., He, S. & Tezcan, T. (2010). Many-server diffusion limits for G/Ph/n + GI queues. Annals of Applied Probability, 20: 1854–1890

Dai, J.G. & Tezcan, T. (2008). Optimal control of parallel server systems with many servers in heavy traffic. Queueing Systems, 59: 95–134

Dieker, A.B. & Gao, X. (2011). Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions. Tech. rep., School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA

Gans, N., Koole, G. & Mandelbaum, A. (2003). Telephone call centers: tutorial, review, and research prospects. Manufacturing & Service Operations Management, 5: 79–141

Garnett, O., Mandelbaum, A. & Reiman, M. (2002). Designing a call center with impatient customers. Manufacturing & Service Operations Management, 4: 208–227

Grassmann, W.K. (1986). Is the fact that the emperor wears no clothes a subject worthy of publication? Interfaces, 16: 43–51

Grassmann, W.K. (1988). Finding the right number of servers in real-world queuing systems. Interfaces, 18: 94–104

Gross, D. & Harris, C.M. (1985). Fundamentals of Queueing Theory. Wiley, New York

Gurvich, I. & Whitt, W. (2009). Queue-and-idleness-ratio controls in many-server service systems. Mathematics of Operations Research, 34: 363–396

Haln, S. & Whitt, W. (1981). Heavy-traffic limits for queues with many exponential servers. Operations Research, 29: 567–588

Harrison, J.M. & Zeevi, A. (2004). Dynamic scheduling of a multiclass queue in the Halfin-Whitt heavy traffic regime. Operations Research, 52: 243–257

He, S. & Dai, J.G. (2011). Many-server queues with customer abandonment: numerical analysis of their diffusion models. Tech. rep., School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA

Kang, W. & Ramanan, K. (2010). Fluid limits of many-server queues with reneging. Annals of Applied Probability, 20: 2204–2260

Kaspi, H. & Ramanan, K. (2011). Law of large numbers limits for many-server queues. Annals of Applied Probability, 21: 33–114

Koçağa, Y.L. & Ward, A.R. (2010). Admission control for a multi-server queue with abandonment. Queueing Systems, 65: 275–323

Kolesar, P. (1986). Comment on “Is the fact that the emperor wears no clothes a subject worthy of publication?”. Interfaces, 16: 50–5

Liu, Y. and Whitt, W. (2011). The G t / GI / s t + GI t many-server fluid queue. Preprint

Mandelbaum, A. & Momčilović, P. (2012). Queues with many servers and impatient customers. Mathematics of Operations Research, 37: 41–65

Mandelbaum, A. & Zeltyn, S. (2004). The impact of customers’ patience on delay and abandonment: some empirically-driven experiments with the M / M / n + G queue. OR Spectrum, 26: 377–411

Mandelbaum, A. & Zeltyn, S. (2007). Service engineering in action: the Palm/Erlang-A queue with applications to call centers. In: Spath, D., Fähnrich, K.-P. (eds.), Advances in services innovations, pp. 17–45. Springer, Berlin

Mandelbaum, A. & Zeltyn, S. (2009). Staffing many-server queues with impatient customers: constraint satisfaction in call centers. Operations Research, 57: 1189–1205

Neuts, M.F. (1981). Matrix-Geometric Solutions in Stochastic Models: An Algorithm Approach. The John Hopkins University Press, Baltimore, MD

Newell, G.F. (1973). Approximate Stochastic Behavior of n-Server Service Systems with Large n. Lecture Notes in Economics and Mathematical Systems, Vol. 87, Springer-Verlag, Berlin

Newell, G.F. (1982). Applications of Queueing Theory. Chapman-Hall

Palm, C. (1937). Etude des delais d’attente. Erisson Technics, 5: 37–56

Palm, C. (1946). Special issue of teletrafikteknik. Tekniska Meddelanden från Kungliga Telegrafstyrelsen, 4

Puhalskii, A.A. & Reiman, M.I. (2000). The multiclass GI / PH / N queue in the Halfin-Whitt regime. Advances in Applied Probability, 32: 564–595. Correction, (2004), 36: 971

Reed, J. & Tezcan, T. (2009). Hazard rate scaling for the GI / M / n + GI queue. Tech. rep., Stern School of Business, New York University, New York

Reed, J.E. & Ward, A.R. (2008). Approximating the GI / GI / 1 + GI queue with a nonlinear drift diffusion: hazard rate scaling in heavy traffic. Mathematics of Operations Research, 33: 606–644

Stanford, R.E. (1979). Reneging phenomena in single channel queues. Mathematics of Operations Research, 4: 162–178

Talreja, R. & Whitt, W. (2009). Heavy-traffic limits for waiting times in many-server queues with abandonment. Annals of Applied Probability, 19: 2137–2175

Tezcan, T. & Dai, J.G. (2010). Dynamic control of N-systems with many servers: asymptotic optimality of a static priority policy in heavy traffic. Operations Research, 58: 94–110

Whitt, W. (1992). Understanding the efficiency of multi-server service systems. Management Science, 38: 708–723

Whitt, W. (2004). Eciency-driven heavy-traffic approximations for many-server queues with abandonments. Management Science, 50: 1449–1461

Whitt, W. (2005). Heavy-traffic limits for the G/H 2 * /n/m queue. Mathematics of Operations Research, 30: 1–27

Whitt, W. (2006). Fluid models for multiserver queues with abandonments. Operations Research, 54: 37–54

Zeltyn, S. & Mandelbaum, A. (2005). Call centers with impatient customers: many-server asymptotics of the M / M / n + G + queue. Queueing Systems, 51: 361–402

Zhang, J. (2009). Fluid models of multi-server queues with abandonment. Tech. rep., Department of Industrial Engineering and Logistics Management, Hong Kong University of Science and Technology, Hong Kong