Transient error approximation in a Lévy queue

DOI10.1007/S11134-016-9511-0zbMATH Open1370.60176DBLPjournals/questa/MathijsenZ17arXiv1604.05231OpenAlexW2340877559WikidataQ59518363 ScholiaQ59518363MaRDI QIDQ2397974FDOQ2397974

Bert Zwart, Britt Mathijsen

Publication date: 14 August 2017

Published in: Queueing Systems (Search for Journal in Brave)

Abstract: Motivated by a capacity allocation problem within a finite planning period, we conduct a transient analysis of a single-server queue with L'evy input. From a cost minimization perspective, we investigate the error induced by using stationary congestion measures as opposed to time-dependent measures. Invoking recent results from fluctuation theory of L'evy processes, we derive a refined cost function, that accounts for transient effects. This leads to a corrected capacity allocation rule for the transient single-server queue. Extensive numerical experiments indicate that the cost reductions achieved by this correction can by significant.

Full work available at URL: https://arxiv.org/abs/1604.05231

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zbMATH Keywords

transient analysissingle-server queuecapacity allocationLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

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Cited In (1)

• Transient Asymptotics of Lévy-Driven Queues

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