Convergence of a queueing system in heavy traffic with general patience-time distributions
From MaRDI portal
Publication:719770
DOI10.1016/j.spa.2011.07.003zbMath1230.60098MaRDI QIDQ719770
Chihoon Lee, Ananda P. N. Weerasinghe
Publication date: 11 October 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2011.07.003
stochastic control; diffusion approximations; customer abandonment; customer impatience; reneging; heavy traffic theory; controlled queueing systems
90B18: Communication networks in operations research
60K25: Queueing theory (aspects of probability theory)
90B22: Queues and service in operations research
68M20: Performance evaluation, queueing, and scheduling in the context of computer systems
Related Items
Diffusion approximations for open Jackson networks with reneging, Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime, Dynamic scheduling of a \(GI/GI/1+GI\) queue with multiple customer classes, Diffusion approximations for double-ended queues with reneging in heavy traffic, Optimal service rate perturbations of many server queues in heavy traffic, General hazard-type scaling of abandonment time distribution for a \(\mathrm{G}/\mathrm{Ph}/n+\mathrm{GI}\) queue in the Halfin-Whitt heavy-traffic regime, On a class of singular stochastic control problems for reflected diffusions, A Unified Approach to Diffusion Analysis of Queues with General Patience-Time Distributions, Diffusion Models for Double-ended Queues with Renewal Arrival Processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime
- Drift rate control of a Brownian processing system
- Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic
- Call centers with impatient customers: Many-server asymptotics of the M/M/\(n+G\) queue
- Proofs of the martingale FCLT
- The Skorokhod problem in a time-dependent interval
- Heavy-traffic limits for waiting times in many-server queues with abandonment
- Point processes and queues. Martingale dynamics
- Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies
- A diffusion approximation for a Markovian queue with reneging
- Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic.
- Diffusion approximation for open state-dependent queueing networks in the heavy traffic situation
- Many-server diffusion limits for \(G/Ph/n+GI\) queues
- An explicit formula for the Skorokhod map on \([0,a\)]
- Scheduling control for queueing systems with many servers: asymptotic optimality in heavy traffic
- A diffusion approximation for a GI/GI/1 queue with balking or reneging
- On the Rosenthal's inequality for locally square integrable martingales.
- Stochastic-Process Limits
- Queues with Many Servers: The Virtual Waiting-Time Process in the QED Regime
- Approximating the GI/GI/1+GI Queue with a Nonlinear Drift Diffusion: Hazard Rate Scaling in Heavy Traffic
- Customer Abandonment in Many-Server Queues
- Dynamic Control of a Multiclass Queue with Thin Arrival Streams
- Dynamic Control of a Queue with Adjustable Service Rate
- Asymptotically Optimal Admission Control of a Queue with Impatient Customers
- Multiple channel queues in heavy traffic. I
- Admission control for a multi-server queue with abandonment
