An edition of Extremal Queueing Theory (2022)

Extremal Queueing Theory

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Extremal Queueing Theory
Yan Chen
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December 12, 2022 | History
An edition of Extremal Queueing Theory (2022)

Extremal Queueing Theory

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Queueing theory has often been applied to study communication and service queueing systems such as call centers, hospital emergency departments and ride-sharing platforms. Unfortunately, it is complicated to analyze queueing systems. That is largely because the arrival and service processes that mainly determine a queueing system are uncertain and must be represented as stochastic processes that are difficult to analyze. In response, service providers might be able to partially capture the main characteristics of systems given partial data information and limited domain knowledge. An effective engineering response is to develop tractable approximations to approximate queueing characteristics of interest that depend on critical partial information. In this thesis, we contribute to developing high-quality approximations by studying tight bounds for the transient and the steady-state mean waiting time given partial information. We focus on single-server queues and multi-server queues with the unlimited waiting room, the first-come-first-served service discipline, and independent sequences of independent and identically distributed sequences of interarrival times and service times.

We assume some partial information is known, e.g., the first two moments of inter-arrival and service time distributions. For the single-server GI/GI/1 model, we first study the tight upper bounds for the mean and higher moments of the steady-state waiting time given the first two moments of the inter-arrival time and service-time distributions. We apply the theory of Tchebycheff systems to obtain sufficient conditions for classical two-point distributions to yield the extreme values. For the tight upper bound of the transient mean waiting time, we formulate the problem as a non-convex non-linear program, derive the gradient of the transient mean waiting time over distributions with finite support, and apply classical non-linear programming theory to characterize stationary points. We then develop and apply a stochastic variant of the conditional gradient algorithm to find a stationary point for any given service-time distribution. We also establish necessary conditions and sufficient conditions for stationary points to be three-point distributions or special two-point distributions.

Our studies indicate that the tight upper bound for the steady-state mean waiting time is attained asymptotically by two-point distributions as the upper mass point of the service-time distribution increases and the probability decreases, while one mass of the inter-arrival time distribution is fixed at 0. We then develop effective numerical and simulation algorithms to compute the tight upper bound. The algorithms are aided by reductions of the special queues with extremal inter-arrival time and extremal service-time distributions to D/GI/1 and GI/D/1 models. Combining these reductions yields an overall representation in terms of a D/RS(D)/1 discrete-time model involving a geometric random sum of deterministic random variables, where the two deterministic random variables have different values, so that the extremal waiting times need not have a lattice distribution. We finally evaluate the tight upper bound to show that it offers a significant improvement over established bounds. In order to understand queueing performance given only partial information, we propose determining intervals of likely performance measures given that limited information.

We illustrate this approach for the steady-state waiting time distribution in the GI/GI/K queue given the first two moments of the inter-arrival time and service time distributions plus additional information about these underlying distributions, including support bounds, higher moments, and Laplace transform values. As a theoretical basis, we apply the theory of Tchebycheff systems to determine extremal models (yielding tight upper and lower bounds) on the asymptotic decay rate of the steady-state waiting-time tail probability, as in the Kingman-Lundberg bound and large deviations asymptotics. We then can use these extremal models to indicate likely intervals of other performance measures. We illustrate by constructing such intervals of likely mean waiting times. Without extra information, the extremal models involve two-point distributions, which yield a wide range for the mean. Adding constraints on the third moment and a transform value produces three-point extremal distributions, which significantly reduce the range, yielding practical levels of accuracy.

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Language
English

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Cover of: Extremal Queueing Theory
Extremal Queueing Theory
2022, [publisher not identified]
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Edition Notes

Department: Industrial Engineering and Operations Research.

Thesis advisor: Ward Whitt.

Thesis (Ph.D.)--Columbia University, 2022.

Published in
[New York, N.Y.?]

The Physical Object

Pagination
1 online resource.

ID Numbers

Open Library
OL43894801M
OCLC/WorldCat
1305313901

Source records

marc_columbia MARC record

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December 12, 2022 Created by MARC Bot Imported from marc_columbia MARC record