Strategic arrivals to a queue with service rate uncertainty

DOI10.1007/S11134-020-09683-7MaRDI QIDQ2052441zbMATH OpenOpenAlexFDO

Authors Yutaka Sakuma, Liron Ravner

Publication date 26 November 2021

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1908.08322

zbMATH Keywords

agent-based modeldelay estimation and learningqueueing gameservice rate uncertaintystrategic arrival times

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Queues and service in operations research (90B22) Games of timing (91A55)

Abstract: We study the problem of strategic choice of arrival time to a single-server queue with opening and closing times when there is uncertainty regarding service speed. A Poisson population of customers choose their arrival time with the goal of minimizing their expected waiting times and are served on a first-come first-served basis. There are two types of customers that differ in their beliefs regarding the service time distribution. The inconsistent beliefs may arise from randomness in the server state along with noisy signals that customers observe. Customers are aware of the two types of populations with differing beliefs. We characterize the Nash equilibrium dynamics for exponentially distributed service times and show how they substantially differ from the model with homogeneous customers. We further provide an explicit solution for a fluid approximation of the game. For general service time distributions we provide an algorithm for computing the equilibrium in a discrete time setting. We find that in equilibrium customers with different beliefs arrive during different (and often disjoint) time intervals. Numerical analysis further shows that the mean waiting time increases with the coefficient of variation of the service time. Furthermore, we present a learning agent based model (ABM) in which customers make joining decisions based solely on their signals and past experience. We numerically compare the long-term average outcome of the ABM with that of the equilibrium and find that the arrival distributions are quite close if we assume (for the equilibrium solution) that customers are fully rational and have knowledge of the system parameters, while they may greatly differ if customers have limited information or computing abilities.

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Cited in

(6)

• A discrete-time single-server Poisson queueing game: equilibria simulated by an agent-based model
• Asynchronous stochastic approximation and adaptation in a competitive system
• Strategic timing of arrivals to a finite queue multi-server loss system
• Strategic experimentation in queues
• Equilibrium strategies in M/M/1 retrial queues with variable service rate
• A modified Poisson distribution under multi-source uncertainty

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