Diffusion approximation for an overloaded X model via a stochastic averaging principle
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Diffusion approximation for an overloaded \(X\) model via a stochastic averaging principle
Diffusion approximation for an overloaded \(X\) model via a stochastic averaging principle
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).
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- scientific article; zbMATH DE number 3438157 (Why is no real title available?)
- scientific article; zbMATH DE number 837692 (Why is no real title available?)
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- 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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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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