Fluid limits of many-server queues with reneging
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Abstract: This work considers a many-server queueing system in which impatient customers with i.i.d., generally distributed service times and i.i.d., generally distributed patience times enter service in the order of arrival and abandon the queue if the time before possible entry into service exceeds the patience time. The dynamics of the system is represented in terms of a pair of measure-valued processes, one that keeps track of the waiting times of the customers in queue and the other that keeps track of the amounts of time each customer being served has been in service. Under mild assumptions, essentially only requiring that the service and reneging distributions have densities, as both the arrival rate and the number of servers go to infinity, a law of large numbers (or fluid) limit is established for this pair of processes. The limit is shown to be the unique solution of a coupled pair of deterministic integral equations that admits an explicit representation. In addition, a fluid limit for the virtual waiting time process is also established. This paper extends previous work by Kaspi and Ramanan, which analyzed the model in the absence of reneging. A strong motivation for understanding performance in the presence of reneging arises from models of call centers.
The present paper is an extension of [\textit{H. Kaspi} and \textit{K. Ramanan}, Ann. Appl. Probab. 21, No. 1, 33--114 (2011; Zbl 1208.60095)] that studied fluid limits of general many-server queues in the Halfin-Whitt regime. An extended model of the present paper includes inpatient customers with generally distributed impatience time and motivated by the models of call centers. Specifically, the paper studies a many-server queueing system where service times are independently and identically distributed (i.i.d) random variables, as well patience times are i.i.d. random variables. The customers enter the service in order of arrivals and abandon the system without service if the waiting time exceeds impatience time. Under the assumptions that service and reneging time have densities as both arrival rate and number of servers go to infinity, a fluid limit is established for this pair of processes. The limit is shown to be the unique solution of a coupled pair of deterministic integral equations and admits an explicit representation. In addition, a fluid limit for the virtual waiting time process is established.
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