The <Emphasis Type="Italic">M</Emphasis>/<Emphasis Type="Italic">M</Emphasis>/1 queue with synchronized abandonments

In this paper we present a detailed analysis of a single server Markovian queue with impatient customers. Instead of the standard assumption that customers perform independent abandonments, we consider situations where customers abandon the system simultaneously. Moreover, we distinguish two abandonment scenarios; in the first one all present customers become impatient and perform synchronized abandonments, while in the second scenario we exclude the customer in service from the abandonment procedure. Furthermore, we extend our analysis to the M/M/c queue under the second abandonment scenario.     

On a Two-Queue Priority System with Impatience and its Application to a Call Center*

We consider an s-server priority system with a protected and an unprotected queue. The arrival rates at the queues and the service rate may depend on the number n of customers being in service or in the protected queue, but the service rate is assumed to be constant for n > s. As soon as any server is idle, a customer from the protected queue will be served according to the FCFS discipline. However, the customers in the protected queue are impatient. If the offered waiting time exceeds a random maximal waiting time I, then the customer leaves the protected queue after time I. If I is less than a given deterministic time, then he leaves the system, else he will be transferred by the system to the unprotected queue. The service of a customer from the unprotected queue will be started if the protected queue is empty and more than a given number of servers become idle. The model is a generalization of the many-server queue with impatient customers. The global balance conditions seem to have no explicit solution. However, the balance conditions for the density of the stationary state process for the subsystem of customers being in service or in the protected queue can be solved. This yields the stability conditions and the probabilities that precisely n customers are in service or in the protected queue. For obtaining performance measures for the unprotected queue, a system approximation based on fitting impatience intensities is constructed. The results are applied to the performance analysis of a call center with an integrated voice-mail-server.     

On multiple priority multi-server queues with impatience

We consider Markovian multi-server queues with two types of impatient customers: high- and low-priority ones. The first type of customer has a non-preemptive priority over the other type. After entering the queue, a customer will wait a random length of time for service to begin. If service has not begun by this time he or she will abandon and be lost. We consider two cases where the discipline of service within each customer type is first-come first-served (FCFS) or last-come first-served (LCFS). For each type of customer, we focus on various performance measures related to queueing delays: unconditional waiting times, and conditional waiting times given service and given abandonment. The analysis we develop holds also for a priority queue with mixed policies, that is, FCFS for the first type and LCFS for the second one, and vice versa. We explicitly derive the Laplace–Stieltjes transforms of the defined random variables. In addition we show how to extend the analysis to more than two customer types. Finally we compare FCFS and LCFS and gain insights through numerical experiments.     

Delay Distribution of (Im)Patient Customers in a Discrete Time D-MAP/PH/1 Queue with Age-Dependent Service Times

This paper presents an algorithmic procedure to calculate the delay distribution of (im)patient customers in a discrete time D-MAP/PH/1 queue, where the service time distribution of a customer depends on his waiting time. We consider three different situations: impatient customers in the waiting room, impatient customers in the system, that is, if a customer has been in the waiting room, respectively, in the system for a time units it leaves the waiting room, respectively, the system. In the third situation, all customers are patient – that is, they only leave the system after completing service. In all three situations the service time of a customer depends upon the time he has spent in the waiting room. As opposed to the general approach in many queueing systems, we calculate the delay distribution, using matrix analytic methods, without obtaining the steady state probabilities of the queue length. The trick used in this paper, which was also applied by Van Houdt and Blondia [J. Appl. Probab., Vol. 39, No. 1 (2002) pp. 213–222], is to keep track of the age of the customer in service, while remembering the D-MAP state immediately after the customer in service arrived. Possible extentions of this method to more general queues and numerical examples that demonstrate the strength of the algorithm are also included.     

?/M/1: On the equilibrium distribution of customer arrivals

Each day a facility commences service at time zero. All customers arriving prior to time T are served during that day. The queuing discipline is First-Come First-Served. Each day, each person in the population chooses whether or not to visit the facility that day. If he decides to visit, he arrives at an instant of time such that his expected waiting time in the queue is minimal. We investigate the arrival rate of customers in equilibrium, where each customer is fully aware of the characteristics of the system. We show that the arrival rate is constant before opening time, but that in general it is not constant between opening and closing time. For the case of exponential distribution of service time, we develop a set of equations from which the equilibrium queue size distribution and expected waiting time can be numerically computed as functions of time.     

Dynamic scheduling of a GI/GI/1+GI queue with multiple customer classes

We consider a dynamic control problem for a GI/GI/1+GI queue with multiclass customers. The customer classes are distinguished by their interarrival time, service time, and abandonment time distributions. There is a cost c _k >0 for every class k∈{1,2,…,N} customer that abandons the queue before receiving service. The objective is to minimize average cost by dynamically choosing which customer class the server should next serve each time the server becomes available (and there are waiting customers from at least two classes). It is not possible to solve this control problem exactly, and so we formulate an approximating Brownian control problem. The Brownian control problem incorporates the entire abandonment distribution of each customer class. We solve the Brownian control problem under the assumption that the abandonment distribution for each customer class has an increasing failure rate. We then interpret the solution to the Brownian control problem as a control for the original dynamic scheduling problem. Finally, we perform a simulation study to demonstrate the effectiveness of our proposed control.     

A queueing system with on-demand servers: local stability of fluid limits

We study a system where a random flow of customers is served by servers (called agents) invited on-demand. Each invited agent arrives into the system after a random time; after each service completion, an agent returns to the system or leaves it with some fixed probabilities. Customers and/or agents may be impatient, that is, while waiting in queue, they leave the system at a certain rate (which may be zero). We consider the queue-length-based feedback scheme, which controls the number of pending agent invitations, depending on the customer and agent queue lengths and their changes. The basic objective is to minimize both customer and agent waiting times. We establish the system process fluid limits in the asymptotic regime where the customer arrival rate goes to infinity. We use the machinery of switched linear systems and common quadratic Lyapunov functions to approach the stability of fluid limits at the desired equilibrium point and derive a variety of sufficient local stability conditions. For our model, we conjecture that local stability is in fact sufficient for global stability of fluid limits; the validity of this conjecture is supported by numerical and simulation experiments. When local stability conditions do hold, simulations show good overall performance of the scheme.     

Strategic behavior in queues with the effect of the number of customers behind

In this paper, we investigate the strategic behavior in queues by considering the effect of the number of customers behind. The equilibrium joining strategy of customers is obtained and its implications for the service system are examined. We find that the complete queue transparency (i.e., disclosing the real-time system information) can have positive effect on customers, which might encourage more customers to join. Further, the follow-the-crowd (FTC) behavior can be observed, which results in multiple equilibria. By comparing the customer welfare under two different information levels, we demonstrate that, somewhat surprisingly, the queue transparency does not necessarily hurt the customer welfare, and a higher customer welfare can be obtained in the transparent case than that in opaque case when the demand volume is large.     

Queues with system disasters and impatient customers when system is down

Consider a system operating as an M/M/c queue, where c=1, 1<c<∞, or c=∞. The system as a whole suffers occasionally a disastrous breakdown, upon which all present customers (waiting and served) are cleared from the system and lost. A repair process then starts immediately. When the system is down, inoperative, and undergoing a repair process, new arrivals become impatient: each individual customer, upon arrival, activates a random-duration timer. If the timer expires before the system is repaired, the customer abandons the queue never to return. We analyze this model and derive various quality of service measures: mean sojourn time of a served customer; proportion of customers served; rate of lost customers due to disasters; and rate of abandonments due to impatience.      

Customer equilibrium and optimal pricing in an M/G/1 queue with heterogeneous rewards and waiting cost rates

We consider an unobservable M/G/1 queue in which customers are allowed to join or balk upon arrival. The service provider charges the same admission fee to all joining customers. All joining customers receive a reward from completion of service and incur a waiting cost. The reward and waiting cost rate are random, however the customers know their own values upon arrival. We characterize the customer’s equilibrium strategy and the optimal prices associated with profit and social welfare maximization.     

Transient analysis of a queue with system disasters and customer impatience

A single server queue with Poisson arrivals and exponential service times is studied. The system suffers disastrous breakdowns at an exponential rate, resulting in the loss of all running and waiting customers. When the system is down, it undergoes a repair mechanism where the repair time follows an exponential distribution. During the repair time any new arrival is allowed to join the system, but the customers become impatient when the server is not available for a long time. In essence, each customer, upon arrival, activates an individual timer, which again follows an exponential distribution with parameter ξ. If the system is not repaired before the customer’s timer expires, the customer abandons the queue and never returns. The time-dependent system size probabilities are presented using generating functions and continued fractions.     

Analysis of $$\hbox {M}^{\mathrm {x}}/\hbox {G}/1$$ queues with impatient customers

This paper considers a batch arrival \(\hbox {M}^{\mathrm {x}}/\hbox {G}/1\) queue with impatient customers. We consider two different model variants. In the first variant, customers in the same batch are assumed to have the same patience time, and patience times associated with batches are i.i.d. according to a general distribution. In the second variant, patience times of customers in the same batch are independent, and they follow a general distribution. Both variants are related to an M/G/1 queue in which the service time of a customer depends on its waiting time. Our main focus is on the virtual and actual waiting times, and on the loss probability of customers.     

Optimal balking strategies and pricing for the single server Markovian queue with compartmented waiting space

We consider the single server Markovian queue and we assume that arriving customers decide whether to enter the system or balk based on a natural reward-cost structure, which incorporates their desire for service as well as their unwillingness to wait. We suppose that the waiting space of the system is partitioned in compartments of fixed capacity for a customers. Before making his decision, a customer may or may not know the compartment in which he will enter and/or the position within the compartment in which he will enter. Thus, denoting by n the number of customers found by an arriving customer, he may or may not know ? n/a ?+1 and/or (n mod a)+1. We examine customers’ behavior under the various levels of information regarding the system state and we identify equilibrium threshold strategies. We also study the corresponding social and profit maximization problems.     

A model for rational abandonments from invisible queues

We propose a model for abandonments from a queue, due to excessive wait, assuming that waiting customers act rationally but without being able to observe the queue length. Customers are allowed to be heterogeneous in their preferences and consequent behavior. Our goal is to characterize customers' patience via more basic primitives, specifically waiting costs and service benefits: these two are optimally balanced by waiting customers, based on their individual cost parameters and anticipated waiting time. The waiting time distribution and patience profile then emerge as an equilibrium point of the system. The problem formulation is motivated by teleservices, prevalently telephone- and Internet-based. In such services, customers and servers are remote and queues are typically associated with the servers, hence queues are invisible to waiting customers. Our base model is the M/M/m queue, where it is shown that a unique equilibrium exists, in which rational abandonments can occur only upon arrival (zero or infinite patience for each customer). As such a behavior fails to capture the essence of abandonments, the base model is modified to account for unusual congestion or failure conditions. This indeed facilitates abandonments in finite time, leading to a nontrivial, customer dependent patience profile. Our analysis shows, quite surprisingly, that the equilibrium is unique in this case as well, and amenable to explicit calculation. This revised version was published online in June 2006 with corrections to the Cover Date.     

Homogeneous Customers Renege from Invisible Queues at Random Times under Deteriorating Waiting Conditions

We consider a memoryless first-come first-served queue in which customers' waiting costs are increasing and convex with time. Hence, customers may opt to renege if service has not commenced after waiting for some time. We assume a homogeneous population of customers and we look for their symmetric Nash equilibrium reneging strategy. Besides the model parameters, customers are aware only, if they are in service or not, and they recall for how long they are have been waiting. They are informed of nothing else. We show that under some assumptions on customers' utility function, Nash equilibrium prescribes reneging after random times. We give a closed form expression for the resulting distribution. In particular, its support is an interval (in which it has a density) and it has at most two atoms (at the edges of the interval). Moreover, this equilibrium is unique. Finally, we indicate a case in which Nash equilibrium prescribes a deterministic reneging time.     

Diffusion approximations for double-ended queues with reneging in heavy traffic

We study a double-ended queue consisting of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system. The matching is instantaneous following the first-come–first-match principle. If a customer cannot be matched immediately, he/she will stay in a queue. We also assume customers are impatient with generally distributed patience times. Under suitable heavy traffic conditions, we establish simple linear asymptotic relationships between the diffusion-scaled queue length process and the diffusion-scaled offered waiting time processes and show that the diffusion-scaled queue length process converges weakly to a diffusion process that admits a unique stationary distribution.

     

Waiting time distributions in the accumulating priority queue

We are interested in queues in which customers of different classes arrive to a service facility, and where performance targets are specified for each class. The manager of such a queue has the task of implementing a queueing discipline that results in the performance targets for all classes being met simultaneously. For the case where the performance targets are specified in terms of ratios of mean waiting times, as long ago as the 1960s, Kleinrock suggested a queueing discipline to ensure that the targets are achieved. He proposed that customers accumulate priority as a linear function of their time in the queue: the higher the urgency of the customer’s class, the greater the rate at which that customer accumulates priority. When the server becomes free, the customer (if any) with the highest accumulated priority at that time point is the one that is selected for service. Kleinrock called such a queue a time-dependent priority queue, but we shall refer to it as the accumulating priority queue. Recognising that the performance of many queues, particularly in the healthcare and human services sectors, is specified in terms of tails of waiting time distributions for customers of different classes, we revisit the accumulating priority queue to derive its waiting time distributions, rather than just the mean waiting times. We believe that some elements of our analysis, particularly the process that we call the maximum priority process, are of mathematical interest in their own right.     

Analysis of a two-class single-server discrete-time FCFS queue: the effect of interclass correlation

In this paper, we study a discrete-time queueing system with one server and two classes of customers. Customers enter the system according to a general independent arrival process. The classes of consecutive customers, however, are correlated in a Markovian way. The system uses a “global FCFS” service discipline, i.e., all arriving customers are accommodated in one single FCFS queue, regardless of their classes. The service-time distribution of the customers is general but class-dependent, and therefore, the exact order in which the customers of both classes succeed each other in the arrival stream is important, which is reflected by the complexity of the system content and waiting time analysis presented in this paper. In particular, a detailed waiting time analysis of this kind of multi-class system has not yet been published, and is considered to be one of the main novelties by the authors. In addition to that, a major aim of the paper is to estimate the impact of interclass correlation in the arrival stream on the total number of customers in the system, and the customer delay. The results reveal that the system can exhibit two different classes of stochastic equilibrium: a “strong” equilibrium where both customer classes give rise to stable behavior individually, and a “compensated” equilibrium where one customer type creates overload.     

Customers’ abandonment strategy in an <Emphasis Type="Italic">M</Emphasis> / <Emphasis Type="Italic">G</Emphasis> / 1 queue

We consider an M / G / 1 queue in which the customers, while waiting in line, may renege from it. We show the Nash equilibrium profile among customers and show that it is defined by two sequences of thresholds. For each customer, the decision is based on the observed past (which determines from what sequence the threshold is taken) and the observed queue length (which determines the appropriate element in the chosen sequence). We construct a set of equations that has the Nash equilibrium as its solution and discuss the relationships between the properties of the service time distribution and the properties of the Nash equilibrium, such as uniqueness and finiteness.     

带止步与中途退出策略的M~x/M/1/N单重工作休假排队系统

研究了带有止步和中途退出的M~x/M/1/N单重工作休假排队系统.顾客成批到达,到达后每批中的顾客,或者以概率b决定进入队列等待服务,或者以概率1-b止步(不进入系统).顾客进入系统后可能因为等待的不耐烦而在没有接受服务的情况下离开系统(中途退出).系统中一旦没有顾客,服务员立即进入单重工作休假.首先,利用马尔科夫过程理论建立了系统稳态概率满足的方程组.其次利用矩阵解法求出了稳态概率的矩阵解并得到了系统的平均队长、平均等待队长以及顾客的平均消失概率等性能指标.最后通过数值例子分析了工作休假时的低服务率η和休假率θ这两个参数对系统平均队长的影响.