Queuing system with state-dependent controlled batch arrivals and server under maintenance

This paper deals with a single server Markovian queue subject to maintenance of the server. A batch of customers is allowed whenever the server is idle such that each individual customer in the batch is subject to a control admission policy upon arrival. Explicit expressions are obtained for the time dependent probabilities of the system size in terms of the modified Bessel functions. The steady state analysis and key performance measures of the system are also studied. Finally, some numerical illustrations are presented.     

Stability with file arrivals and departures in multichannel cellular wireless networks

This paper studies scheduling in multichannel wireless networks with flow-level dynamics. We consider a downlink network with a single base station, M channels (frequency bands), and multiple mobile users (flows). We also assume mobiles dynamically join the network to receive finite-size files and leave after downloading the complete files. A recent study van de Ven et al. (in Proc. IEEE Infocom., pp. 1701?C1709, 2009) has shown that the MaxWeight algorithm fails to be throughput-optimal under these flow-level dynamics. The main contribution of this paper is the development of joint channel-assignment and workload-based scheduling algorithms for multichannel downlink networks with dynamic flow arrivals/departures. We prove that these algorithms are throughput-optimal. Our simulations further demonstrate that a hybrid channel-assignment and workload-based scheduling algorithm significantly improves the network performance (in terms of both file-transfer delay and blocking probability) compared to the existing algorithms.     

A tandem of discrete-time queues with arrivals and departures at each stage

A discrete-time system of a tandem of queues with exogenous arrivals and departures at each stage is considered. A customer leaving queuek–1 departs the system with probability 1– ^[k] and continues to queuek with probability ^[k] . Exogenous arrivals to each stage are i.i.d. at each time slot. An approximate analysis of the occupancy and busy-period distributions of each stage based on a General Busy-period with batches and Memoryless (geometric) Idle period renewal Process (GBMIP) provides improved performance over two-state Markov approximations and gives exact results when there are no interstage departures.This research was supported in part by NSF grant NCR-8708282.     

Busy-period and blocking behavior of finite queues with state-dependent Markov renewal arrivals

The busy-period length distributions and blocking probabilities are considered for finiteG/G/1/K queues with state-dependent Markov renewal arrivals. The Laplace-Stieltjes transforms of the distributions and blocking probabilities are given for the non-preemptive and last-come-first-served preemptive resume (or repeat) service disciplines. For Erlangian (or deterministic) service times in particular, it is proved that the busy-period length (the number of blocked customers) for the non-preemptive discipline is smaller (larger) than for the preemptive resume discipline.     

Diagnosing departures from stability in a multidimensional multivariate system

This paper deals with a system containing n m-variable elements measured at p points of time. The data matrices for each point of time are represented by the biplot technique. Each biplot provides a map of the system which can be used to determine visually the relations between the elements and variables. The biplots are then compared by superimposing them to obtain an ‘aggregate’ graph. Differences between the biplots indicate departure from stability of the system. An example drawn from the Israeli banking system is provided.     

Scheduling arrivals to a production system in a fuzzy environment

A frequently encountered scheduling problem is to determine a material and job ready time while simultaneously finding a production sequence given customer-specified due dates. Often the production times and due dates are vague. This paper presents an investigation of scheduling ready times for a set of jobs with fuzzy service times and due dates. The ready time is constrained in that the possibility that a job is late must not exceed a predefined value. The objective in such an instance is to maximize the ready time without violating these constraints. The steps necessary to determine the maximum ready time and cases in which this effort may be significantly reduced are presented for single machine and flow shop production systems. Finally, a branch and bound technique is developed for cases in which the optimal job sequence cannot be determined a priori.     

Staffing a service system with appointment-based customer arrivals

Appointment systems are widely used to facilitate customers’ access to services in many industries such as healthcare. A number of studies have taken a queueing approach to analyse service systems and facilitate managerial decisions on staffing requirements by assuming independent and stationary customer arrivals. This paper is motivated by the observation that the queueing-based method shows relatively poor performance when customers arrive according to their appointment times. Because customer arrivals are dependent on their appointment times, this study, unlike queueing-based methods, conducts a detailed analysis of appointment-based customer arrivals instead of making steady-state assumptions. We develop a new model that captures the characteristics of appointment-based customer arrivals and computes the probability of transient system states. Through the use of this model, which relaxes stationary and independent assumptions, we propose a heuristic algorithm that determines staffing requirements with aims to minimizing staff-hours while satisfying a target service level. The simulation results show that the proposed method outperforms the queueing-based method.     

Control of arrivals in a finite buffered queue with setup costs

We consider finite buffered queues where the arrival process is controlled by shutting down and restarting the arrival stream. In the absence of holding costs for items in the queue, the optimal (s,?S) policy can be characterised by relating the arrival control problem to a corresponding service control problem. With the inclusion of holding costs however, this characterisation is not valid and efficient numerical computation of the queue length probability distribution is necessary. We perform this computation by using a duality property which relates queue lengths in the controlled arrival system to a controlled service system. Numerical results which analyse the effect of setup and holding costs and the variability of the arrival process on the performance of the system are included.     

Sojourn and waiting times in a single-server system with state-dependent mean service rate

A birth-death queueing system with asingle server, first-come first-served discipline, Poisson arrivals and state-dependent mean service rate is considered. The problem of determining the equilibrium densities of the sojourn and waiting times is formulated, in general. The particular case in which the mean service rate has one of two values, depending on whether or not the number of customers in the system exceeds a prescribed threshold, is then investigated. A generating function is derived for the Laplace transforms of the densities of the sojourn and waiting times, leading to explicit expressions for these quantities. Explicit expressions for the second moments of the sojourn and waiting times are also obtained.     

Maintenance of a deteriorating single server system with Markovian arrivals and random shocks

We consider a single server queue in which the arrivals occur according to a Markovian arrival process. The system is subject to external shocks causing the server to deteriorate and possibly fail. The maintenance of the server is provided either as a preventive one or for a complete failure so as to bring back to normal. Under the assumptions of Poisson shocks, exponential services and exponential maintenance with rates depending on the state of the server, and a general (discrete) probability distribution for the intensity of the shocks, the model is analyzed in steady-state. Some interesting theoretical results along with a few illustrative numerical examples are reported. An optimization problem involving various costs is studied numerically.     

On a two-server finite queuing system with ordered entry and deterministic arrivals

Consider a two-server, ordered entry, queuing system with heterogeneous servers and finite waiting rooms in front of the servers. Service times are negative exponentially distributed. The arrival process is deterministic. A matrix solution for the steady state probabilities of the number of customers in the system is derived. The overflow probability will be used to formulate the stability condition of a closed-loop conveyor system with two work stations.     

Leadtime management in a periodic-review inventory system: A state-dependent base-stock policy

We examine a single-item, periodic-review inventory system with stochastic leadtimes, in which a replenishment order is delivered immediately or one period later, depending probabilistically on costly effort. The objective is to determine a joint inventory policy and effort-choice strategy that minimizes the expected total costs. Our analytical and computational analysis suggests that (i) a state-dependent base-stock policy is optimal, (ii) the optimal effort strategy is such that the marginal cost of effort is equal to the value of immediate delivery, and (iii) the cost impact of leadtime reduction can be very large. We also provide some counter-intuitive results, compared with the traditional multi-period newsvendor model.     

Stability of periodic polling system with BMAP arrivals

This paper considers the stability of BMAP/GI/1 periodic polling models with mixed service disciplines. The server attends the N stations in a repeating sequence of stages. Customers arrive to the stations according to batch Markov arrival processes (BMAPs). The service times of the stations are general independent and identically distributed. The characterization of global stability of the system, the order of instability of stations and the necessary and sufficient condition for the stability are given. Our stability analysis is based on the investigation of the embedded Markovian chains at the polling epochs, which allows a much simpler discussion than the formerly applied approaches. This work can also be seen as a survey on stability of a quite general set of polling models, since the majority of the known results of the field is a special case of the presented ones.     

动态投入产出系统的稳定性分析

The dynamic input-output model is well known in economic theory and practice. In this paper, the asymptotic stability and balanced growth solutions of the dynamic input-output system are considered. Under some natural assumptions which do not require the technical coefficient matrix to be indecomposable,it has been proved that the dynamic input-output system is not asymptotically stable and the closed dynamic input-output model has a balanced growth solution.     

On period-$k$ solution for a population system with state-dependent impulsive effect

The period-$k$ solutions of population differential system with state-dependent impulsive effect are investigated by the theory of discontinuous dynamical system. Through $G$-function theory, the necessary and sufficient conditions are obtained for trajectory direction of a population differential system, and the results are better than the previous work. Also, the local stability of period-$k$ solutions is studied by the mapping structure and the theory of eigenvalue analysis. Furthermore, the existence of period-1 solution is investigated for a special impulsive population differential system, and the analytical condition is established. Finally, the trajectory of period-1 solution and the relationship between different parameters and the module of eigenvalues are illustrated.     

Complete characterisation of the customer delay in a queueing system with batch arrivals and batch service

Whereas the buffer content of batch-service queueing systems has been studied extensively, the customer delay has only occasionally been studied. The few papers concerning the customer delay share the common feature that only the moments are calculated explicitly. In addition, none of these surveys consider models including the combination of batch arrivals and a server operating under the full-batch service policy (the server waits to initiate service until he can serve at full capacity). In this paper, we aim for a complete characterisation—i.e., moments and tail probabilities - of the customer delay in a discrete-time queueing system with batch arrivals and a batch server adopting the full-batch service policy. In addition, we demonstrate that the distribution of the number of customer arrivals in an arbitrary slot has a significant impact on the moments and the tail probabilities of the customer delay.     

Controlling arrivals for a queueing system with an unreliable server: Newton-Quasi method

This paper deals with the control policy of a removable and unreliable server for an M/M/1/K queueing system, where the removable server operates an F-policy. The so-called F-policy means that when the number of customers in the system reaches its capacity K (i.e. the system becomes full), the system will not accept any incoming customers until the queue length decreases to a certain threshold value F. At that time, the server initiates an exponential startup time with parameter γ and starts allowing customers entering the system. It is assumed that the server breaks down according to a Poisson process and the repair time has an exponential distribution. A matrix analytical method is applied to derive the steady-state probabilities through which various system performance measures can be obtained. A cost model is constructed to determine the optimal values, say (F^∗, μ^∗, γ^∗), that yield the minimum cost. Finally, we use the two methods, namely, the direct search method and the Newton-Quasi method to find the global minimum (F^∗, μ^∗, γ^∗). Numerical results are also provided under optimal operating conditions.     

Admission control and pricing in a queue with batch arrivals

We investigate a problem of admission control in a queue with batch arrivals. We consider a single server with exponential service times and a compound Poisson arrival process. Each arriving batch computes its expected benefit and decides whether or not to enter the system. The controller’s problem is to set state dependent prices for arriving batches. Once prices have been set we formulate the admission control problem, derive properties of the value function, and obtain the optimal admission policy.     

Optimal control of an inventory-production system with state-dependent random yield

In this paper we study a single stage, periodic-review inventory problem for a single item with stochastic demand. The inventory manager determines order sizes according to an order-up-to logic and observes a random yield due to quality problems in the production. We distinguish between two different states of the production process combined with different probabilities to produce a defective unit. In order to improve the production process, periodic inspections are conducted and in case of a failure the machine is repaired. Approximations are developed to evaluate the average cost for a given order-up-to level and a given inspection interval and we illustrate the existence of optimal policy parameters. The approximations are tested in a simulation study and reveal an excellent performance as they lead to near optimal policy parameters. Moreover, we decompose the problem and test different methods to compute the policy parameters either sequentially or separately. Our results show that a joint optimization of the inventory and maintenance policy leads to a better system performance and reduced costs.