Validity of heavy-traffic steady-state approximations in many-server queues with abandonment

DOI10.1007/s11134-014-9394-xzbMath1310.60127arXiv1306.5346OpenAlexW2125337870MaRDI QIDQ475123

A. B. Dieker, Xuefeng Gao, J. G. Dai

Publication date: 25 November 2014

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

Full work available at URL: https://arxiv.org/abs/1306.5346

zbMATH Keywords

multi-server queuesstationary distributiondiffusion approximationscustomer abandonmentHalfin-Whitt regimegeometric Lyapunov function

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Stochastic stability in control theory (93E15) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (13)

Justifying diffusion approximations for multiclass queueing networks under a moment condition ⋮ The Prelimit Generator Comparison Approach of Stein’s Method ⋮ Long-Time Limit of Nonlinearly Coupled Measure-Valued Equations that Model Many-Server Queues with Reneging ⋮ A blood bank model with perishable blood and demand impatience ⋮ Diffusion models and steady-state approximations for exponentially ergodic Markovian queues ⋮ A computational approach to steady-state convergence of fluid limits for Coxian queuing networks with abandonment ⋮ Diffusion Models for Double-ended Queues with Renewal Arrival Processes ⋮ Tightness of stationary distributions of a flexible-server system in the Halfin-Whitt asymptotic regime ⋮ Stationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy traffic ⋮ The Limit of Stationary Distributions of Many-Server Queues in the Halfin–Whitt Regime ⋮ Diffusion Limit of Fair Resource Control—Stationarity and Interchange of Limits ⋮ On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime ⋮ WCFS: a new framework for analyzing multiserver systems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions
• Multiclass multiserver queueing system in the Halfin-Whitt heavy traffic regime: asymptotics of the stationary distribution
• Steady-state GI/G/\(n\) queue in the Halfin-Whitt regime
• Diffusion approximations for controlled stochastic networks: an asymptotic bound for the value function
• State space collapse with application to heavy traffic limits for multiclass queueing networks
• Stability of generalized Jackson networks
• On the use of Lyapunov methods in renewal theory
• On positive Harris recurrence of multiclass queueing networks: A unified approach via fluid limit models
• Many-server diffusion limits for \(G/Ph/n+GI\) queues
• Validity of heavy traffic steady-state approximations in generalized Jackson networks
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic
• Steady-state analysis of a multiserver queue in the Halfin-Whitt regime
• Markov Chains and Stochastic Stability
• Heavy-Traffic Limits for Queues with Many Exponential Servers
• The multiclass GI/PH/N queue in the Halfin-Whitt regime
• Stability and convergence of moments for multiclass queueing networks via fluid limit models
• Many-server queues with customer abandonment: numerical analysis of their diffusion models
• Validity of Heavy-Traffic Steady-State Approximations in Multiclass Queueing Networks: The Case of Queue-Ratio Disciplines
• Optimal Control of Distributed Parallel Server Systems Under the Halfin and Whitt Regime
• Statistical Analysis of a Telephone Call Center
• State-space collapse in stationarity and its application to a multiclass single-server queue in heavy traffic

This page was built for publication: Validity of heavy-traffic steady-state approximations in many-server queues with abandonment