Diffusion approximation for an overloaded X model via a stochastic averaging principle

DOI10.1007/S11134-013-9363-9zbMATH Open1310.60133arXiv1008.1729OpenAlexW2037284244MaRDI QIDQ475095FDOQ475095

Authors: Ohad Perry, Ward Whitt 

Publication date: 25 November 2014

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

Abstract: In previous papers we developed a deterministic fluid approximation for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the fixed-queue-ratio-with-thresholds (FQR-T) control, which we proposed in a recent paper as a way for one service system to help another in face of an unexpected overload. Under FQR-T, customers are served by their own service pool until a threshold is exceeded. Then, one-way sharing is activated with customers from one class allowed to be served in both pools. The control aims to keep the two queues at a pre-specified fixed ratio. We supported the fluid approximation by establishing a many-server heavy-traffic functional weak law of large numbers (FWLLN) involving an averaging principle. In this paper we develop a refined diffusion approximation for the same model based on a many-server heavy-traffic functional central limit theorem (FCLT).

Full work available at URL: https://arxiv.org/abs/1008.1729

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zbMATH Keywords

functional central limit theoremdiffusion limitsaveraging principlesheavy-traffic limitsmany-server queuesoverload control

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Functional limit theorems; invariance principles (60F17)

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Cited In (5)

• Achieving rapid recovery in an overload control for large-scale service systems
• Diffusion approximation in overloaded switching queueing models
• A fluid approximation for service systems responding to unexpected overloads
• A fluid limit for an overloaded \(X\) model via a stochastic averaging principle
• An ODE for an overloaded \(X\) model involving a stochastic averaging principle

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