Multi-component Matching Queues in Heavy Traffic

arXiv2207.11604MaRDI QIDQ6507922FDOQ6507922

Authors:

Abstract: We consider multi-component matching queue systems in heavy traffic consisting of $Kgeq2$ distinct perishable components. These components arrive randomly over time at high speed at the assemble-to-order production station, and they wait in their respective queues according to their categories until matched or their "patience" runs out. An instantaneous match occurs if all categories are available, and thereafter the matched components leave immediately. For a sequence of such matching queue systems parameterized by $n$, when the arrival rates of all categories tend to infinity in concert as $n$ tends to infinity, we obtain a heavy traffic limit of the appropriately scaled queue length vector under mild assumptions, which is characterized by a coupled stochastic integral equation with a scalar-valued non-linear term. We demonstrate some crucial properties of such a coupling behavior for certain coupled equations. We also exhibit that a generalized coupled stochastic integral equation admits a unique weak solution that has the strong Markov property. Moreover, we establish an asymptotic Little's law for each queue, which reveals the asymptotic relationship between the queue length and its virtual waiting time. Motivated by the cost structure of blood bank drives, we formulate an infinite-horizon discounted cost functional and show that the expected value of this cost functional for the $n$th system converges to that of the heavy traffic limiting process as $n$ tends to infinity.

Mathematics Subject Classification ID

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) Stochastic integral equations (60H20) Matching models (91B68)

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