Dynamic service rate control for a single-server queue with Markov-modulated arrivals

DOI10.1002/NAV.21560zbMATH Open1410.90053arXiv1307.2601OpenAlexW2122675668MaRDI QIDQ4629205FDOQ4629205

Authors: Ravi Kumar, Mark E. Lewis, Huseyin Topaloglu 

Publication date: 26 March 2019

Published in: Naval Research Logistics (Search for Journal in Brave)

Abstract: We consider the problem of service rate control of a single server queueing system with a finite-state Markov-modulated Poisson arrival process. We show that the optimal service rate is non-decreasing in the number of customers in the system; higher congestion rates warrant higher service rates. On the contrary, however, we show that the optimal service rate is not necessarily monotone in the current arrival rate. If the modulating process satisfies a stochastic monotonicity property the monotonicity is recovered. We examine several heuristics and show where heuristics are reasonable substitutes for the optimal control. None of the heuristics perform well in all the regimes. Secondly, we discuss when the Markov-modulated Poisson process with service rate control can act as a heuristic itself to approximate the control of a system with a periodic non-homogeneous Poisson arrival process. Not only is the current model of interest in the control of Internet or mobile networks with bursty traffic, but it is also useful in providing a tractable alternative for the control of service centers with non-stationary arrival rates.

Full work available at URL: https://arxiv.org/abs/1307.2601

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zbMATH Keywords

Markov decision processesqueuesMarkov-modulated

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Markov and semi-Markov decision processes (90C40)

Cited In (15)

• Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals
• The survey on Markov-modulated arrival processes and their application to the analysis of active queue management algorithms
• Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment
• Optimal scheduling of critically loaded multiclass \(GI/m/n+m\) queues in an alternating renewal environment
• Solving semi-open queuing networks with time-varying arrivals: an application in container terminal landside operations
• Optimal control policies for an \(M/M/1\) queue with a removable server and dynamic service rates
• Dynamic policy for idling time preservation
• Performance analysis and optimal allocation of layered defense M/M/N queueing systems
• Exponential ergodicity and steady-state approximations for a class of Markov processes under fast regime switching
• The principal-agent problem for service rate event-dependency
• Minimizing the Maximum Expected Waiting Time in a Periodic Single-Server Queue with a Service-Rate Control
• Optimal control of Markov-modulated multiclass many-server queues
• An overview for Markov decision processes in queues and networks
• A diffusion model of dynamic participant inflow management
• Adaptive service rate control of an \(M/M/1\) queue with server breakdowns

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