On the stability of queueing systems under precedence restrictions for the service of customers

We consider queueing systems under precedence-based queueing disciplines and derive conditions for the stability of the system. The precedence restrictions are posed on customers' service in a way that a service can start only if some previous customers are served completely and some later customers arrived already. The stability depends on the interarrival times only through their means and the stability condition splits into two terms: with respect to a typical customer, one is representing the influences of future arrivals and one is representing the influences of past arrivals.     

Evaluating the impact of operating conditions on the performance of appointment scheduling rules in service systems

The general practice in implementing an appointment scheduling rule (ASR) is to enforce a certain rule, such as “block appointment”, to schedule customer arrivals in service systems. The operating environments of service systems are expected to affect considerably the performance of a selected ASR. The objective of this paper is to evaluate the impact of the environmental factors which include probability of no-show (ρ), the coefficient of variation (C_ν) of service times, and the number of customers per service session (N). The extent to which a certain environmental factor affects the performance of ASR is examined to see if there is any ASR that performs well under most operating conditions. Under situations characterized by 27 different combinations of the factors ρ, C_ν, and N, the performance of nine scheduling rules are evaluated by a simulation study. The simulation results show that an ASR designed to reduce customer waiting time performs very well in most operating environments considered. One commonly used ASR in real-world service systems, which schedules several customers to arrive at the start of each service session, tends to induce long customer waiting time.     

Open queueing networks in discrete time-some limit theorems

A finite number of nodes, each with a single server and infinite buffers, is considered in discrete time. The service may be FIFO and the service times are constant. The external arrivals and the routing decision variables form a general stationary sequence. Stability of the system is proved under these assumptions. Extension to multiple servers at a node and general stationary distributions holds. If the external input is i.i.d. and the routing is Markovian then stochastic ordering, continuity of stationary distributions, rates of convergence, a functional CLT and a functional LIL and various other limit theorems for the queue length process are also proved. Generalizations to multiple servers at nodes, customers with priority, multiple customer classes, general service length and Markov modulated external arrival cases are discussed.     

Single line queue with repeated demands

We analyze a model of a queueing system in which customers can only call in to request service: if the server is free, the customer enters service immediately, but if the service system is occupied, the unsatisfied customer must break contact and reinitiate his request later. Such a customer is said to be in “orbit”. In this paper we consider three models characterized by the discipline governing the order of re-request of service from orbit. First, all customers in orbit can reapply, but are discouraged and reduce their rate of demand as more customers join the orbit. Secondly, the FCFS discipline operates for the unsatisfied customers in orbit. Finally, the LCFS discipline governs the customers in orbit and the server takes an exponentially distributed vacation after each service is completed. We calculate several characteristics quantities of such systems, assuming a general service-time distribution and different exponential distributions for the times between arrivals of first and repeat requests.     

The $$MMAP\left[ K \right]/PH\left[ K \right]/1$$ queues with a last-come-first-served preemptive service discipline

This paper studies two queueing systems with a Markov arrival process with marked arrivals and PH-distribution service times for each type of customer. Customers (regardless of their types) are served on a last-come-first-served preemptive resume and repeat basis, respectively. The focus is on the stationary distribution of queue strings in the system and busy periods. Efficient algorithms are developed for computing the stationary distribution of queue strings, the mean numbers of customers served in a busy period, and the mean length of a busy period. Comparison is conducted numerically between performance measures of queueing systems with preemptive resume and preemptive repeat service disciplines. A counter-intuitive observation is that for a class of service time distributions, the repeat discipline performs better than the resume one. This revised version was published online in June 2006 with corrections to the Cover Date.     

An M/G/1 queue with cyclic service times

In this paper we consider a single server queue with Poisson arrivals and general service distributions in which the service distributions are changed cyclically according to customer sequence number. This model extends a previous study that used cyclic exponential service times to the treatment of general service distributions. First, the stationary probability generating function and the average number of customers in the system are found. Then, a single vacation queueing system with aN-limited service policy, in which the server goes on vacation after servingN consecutive customers is analyzed as a particular case of our model. Also, to increase the flexibility of using theM/G/1 model with cyclic service times in optimization problems, an approximation approach is introduced in order to obtain the average number of customers in the system. Finally, using this approximation, the optimalN-limited service policy for a single vacation queueing system is obtained.On leave from the Department of Industrial Engineering, Iran University of Science and Technology, Narmak, Tehran 16844, Iran.     

A two-class global FCFS discrete-time queueing model with arbitrary-length constant service times

We analyze a discrete-time queueing model where two types of customers, each having their own dedicated server, are accommodated in one single FCFS queue. Service times are deterministically equal to \(s \ge 1\) time slots each. New customers enter the system according to a general independent arrival process, but the types of consecutive customers may be nonindependent. As a result, arriving customers may (or may not) have the tendency to cluster according to their types, which may lead to more (or less) blocking of one type by the opposite type. The paper reveals the impact of this blocking phenomenon on the achievable throughput, the (average) system content, the (average) customer delay and the (average) unfinished work. The paper extends the results of earlier work where either the service times were assumed to be constant and equal to 1 slot each, or the customers all belonged to the same class. Our results show that, in case of Poisson arrivals, for given traffic intensity, the system-content distribution is insensitive to the length (s) of the service times, but the (mean) delay and the (mean) unfinished work in the system are not. In case of bursty arrivals, we find that all the performance measures are affected by the length (s) of the service times, for given traffic intensity.     

Log-Convexity of Counting Processes Evaluated at a Random end of Observation Time with Applications to Queueing Models

We consider a counting processes with independent inter-arrival times evaluated at a random end of observation time T, independent of the process. For instance, this situation can arise in a queueing model when we evaluate the number of arrivals after a random period which can depend on the process of service times. Provided that T has log-convex density, we give conditions for the inter-arrival times in the counting process so that the observed number of arrivals inherits this property. For exponential inter-arrival times (pure-birth processes) we provide necessary and sufficient conditions. As an application, we give conditions such that the stationary number of customers waiting in a queue is a log-convex random variable. We also study bounds in the approximation of log-convex discrete random variables by a geometric distribution.     

Multi-server retrial queue with negative customers and disasters

We consider a multi-server retrial queue with waiting places in service area and four types of arrivals, positive customers, disasters and two types of negative customers, one for deleting customers in orbit and the other for deleting customers in service area. The four types of arrivals occur according to a Markovian arrival process with marked transitions (MMAP) which may induce the dependence among the arrival processes of the four types. We derive a necessary and sufficient condition for the system to be positive recurrent by comparing sample paths of auxiliary systems whose stability conditions can be obtained. We use a generalized truncated system that is obtained by modifying the retrial rates for an approximation of stationary queue length distribution and show the convergence of approximation to the original model. An algorithmic solution for the stationary queue length distribution and some numerical results are presented.      

A discrete-time queueing system with optional LCFS discipline

We consider a discrete-time queueing system in which the arriving customers decide with a certain probability to be served under a LCFS-PR discipline and with complementary probability to join the queue. The arrivals are assumed to be geometrical and the service times are arbitrarily distributed. The service times of the expelled customers are independent of their previous ones. We carry out an extensive analysis of the system developing recursive formulae and generating functions for the steady-state distribution of the number of customers in the system and obtaining also recursive formulae and generating functions for the stationary distribution of the busy period and sojourn time as well as some performance measures.     

The discrete-time MAP/PH/1 queue with multiple working vacations

We consider a discrete-time single-server queueing model where arrivals are governed by a discrete Markovian arrival process (DMAP), which captures both burstiness and correlation in the interarrival times, and the service times and the vacation duration times are assumed to have a general phase-type distributions. The vacation policy is that of a working vacation policy where the server serves the customers at a lower rate during the vacation period as compared to the rate during the normal busy period. Various performance measures of this queueing system like the stationary queue length distribution, waiting time distribution and the distribution of regular busy period are derived. Through numerical experiments, certain insights are presented based on a comparison of the considered model with an equivalent model with independent arrivals, and the effect of the parameters on the performance measures of this model are analyzed.     

Queueing models for appointment-driven systems

Many service systems are appointment-driven. In such systems, customers make an appointment and join an external queue (also referred to as the “waiting list”). At the appointed date, the customer arrives at the service facility, joins an internal queue and receives service during a service session. After service, the customer leaves the system. Important measures of interest include the size of the waiting list, the waiting time at the service facility and server overtime. These performance measures may support strategic decision making concerning server capacity (e.g. how often, when and for how long should a server be online). We develop a new model to assess these performance measures. The model is a combination of a vacation queueing system and an appointment system.     

Analyzing the finite buffer batch arrival queue under Markovian service process: GIX/MSP/1/N

We consider a batch arrival finite buffer single server queue with inter-batch arrival times are generally distributed and arrivals occur in batches of random size. The service process is correlated and its structure is presented through Markovian service process (MSP). The model is analyzed for two possible customer rejection strategies: partial batch rejection and total batch rejection policy. We obtain steady-state distribution at pre-arrival and arbitrary epochs along with some important performance measures, like probabilities of blocking the first, an arbitrary, and the last customer of a batch, average number of customers in the system, and the mean waiting times in the system. Some numerical results have been presented graphically to show the effect of model parameters on the performance measures. The model has potential application in the area of computer networks, telecommunication systems, manufacturing system design, etc.      

Effect of global FCFS and relative load distribution in two-class queues with dedicated servers

In this paper, we investigate multi-class multi-server queueing systems with global FCFS policy, i.e., where customers requiring different types of service—provided by distinct servers—are accommodated in one common FCFS queue. In such scenarios, customers of one class (i.e., requiring a given type of service) may be hindered by customers of other classes. The purpose of this paper is twofold: to gain (qualitative and quantitative) insight into the impact of (i) the global FCFS policy and (ii) the relative distribution of the load amongst the customer classes, on the system performance. We therefore develop and analyze an appropriate discrete-time queueing model with general independent arrivals, two (independent) customer classes and two class-specific servers. We study the stability of the system and derive the system-content distribution at random slot boundaries; we also obtain mean values of the system content and the customer delay, both globally and for each class individually. We then extensively compare these results with those obtained for an analogous system without global FCFS policy (i.e., with individual queues for the two servers). We demonstrate that global FCFS, as well as the relative distribution of the load over the two customer classes, may have a major impact on the system performance.     

Analysis of the finite source MAP/PH/N retrial G-queue operating in a random environment

Finite source retrial G-queues are good mathematical models of communication systems and networks, so their investigation is important for theory and applications. In this paper, we analyze the MAP/PH/N retrial queue with finite number of sources and MAP arrivals of negative customers operating in a finite state Markovian random environment. The arrival of a negative customer with equal probability goes to any busy server to remove the customer being in service. The multi-dimensional Markov chain describing the behavior of the system is investigated. The algorithms for calculating the stationary state probabilities are elaborated. Main performance measures are obtained. Illustrative numerical examples are presented.     

Analysis of a finite MAP/G/1 queue with group services

The finite capacity queues, GI/PH/1/N and PH/G/1/N, in which customers are served in groups of varying sizes were recently introduced and studied in detail by the author. In this paper we consider a finite capacity queue in which arrivals are governed by a particular Markov renewal process, called a Markovian arrival process (MAP). With general service times and with the same type of service rule, we study this finite capacity queueing model in detail by obtaining explicit expressions for (a) the steady-state queue length densities at arrivals, at departures and at arbitrary time points, (b) the probability distributions of the busy period and the idle period of the server and (c) the Laplace-Stieltjes transform of the stationary waiting time distribution of an admitted customer at points of arrivals. Efficient algorithmic procedures for computing the steady-state queue length densities and other system performance measures when services are of phase type are discussed. An illustrative numerical example is presented.     

Asymptotically optimal staffing of service systems with joint QoS constraints

We consider the problem of staffing large-scale service systems with multiple customer classes and multiple dedicated server pools under joint quality-of-service (QoS) constraints. We first analyze the case in which arrival rates are deterministic and the QoS metric is the probability a customer is queued, given by the Erlang-C formula. We use the Janssen–Van Leeuwaarden–Zwart bounds to obtain asymptotically optimal solutions to this problem. The second model considered is one in which the arrival rates are not completely known in advance (before the server staffing levels are chosen), but rather are known via a probability distribution. In this case, we provide asymptotically optimal solutions to the resulting stochastic integer program, leveraging results obtained for the case of deterministic arrivals.     

A BMAP/SM/1 queue with service times depending on the arrival process

We study a BMAP/>SM/1 queue with batch Markov arrival process input and semi‐Markov service. Service times may depend on arrival phase states, that is, there are many types of arrivals which have different service time distributions. The service process is a heterogeneous Markov renewal process, and so our model necessarily includes known models. At first, we consider the first passage time from level {κ+1} (the set of the states that the number of customers in the system is κ+1) to level {κ} when a batch arrival occurs at time 0 and then a customer service included in that batch simultaneously starts. The service descipline is considered as a LIFO (Last‐In First‐Out) with preemption. This discipline has the fundamental role for the analysis of the first passage time. Using this first passage time distribution, the busy period length distribution can be obtained. The busy period remains unaltered in any service disciplines if they are work‐conserving. Next, we analyze the stationary workload distribution (the stationary virtual waiting time distribution). The workload as well as the busy period remain unaltered in any service disciplines if they are work‐conserving. Based on this fact, we derive the Laplace–Stieltjes transform for the stationary distribution of the actual waiting time under a FIFO discipline. In addition, we refer to the Laplace–Stieltjes transforms for the distributions of the actual waiting times of the individual types of customers. Using the relationship between the stationary waiting time distribution and the stationary distribution of the number of customers in the system at departure epochs, we derive the generating function for the stationary joint distribution of the numbers of different types of customers at departures. This revised version was published online in June 2006 with corrections to the Cover Date.     

A single-server discrete-time queue with correlated positive and negative customer arrivals

An MMBP/Geo/1 queue with correlated positive and negative customer arrivals is studied. In the infinite-capacity queueing system, positive customers and negative customers are generated by a Bernoulli bursty source with two correlated geometrically distributed periods. I.e., positive and negative customers arrive to the system according to two different geometrical arrival processes. Under the late arrival scheme (LAS), two removal disciplines caused by negative customers are investigated in the paper. In individual removal scheme, a negative customer removes a positive customer in service if any, while in disaster model, a negative customer removes all positive customers in the system if any. The negative customer arrival has no effect on the system if it finds the system empty. We analyze the Markov chains underlying the queueing systems and evaluate the performance of two systems based on generating functions technique. Some explicit solutions of the system, such as the average buffer content and the stationary probabilities are obtained. Finally, the effect of several parameters on the system performance is shown numerically.     

A retrial queue with structured batch arrivals,priorities and server vacations

A retrial queue accepting two types of customers with correlated batch arrivals and preemptive resume priorities is studied. The service times are arbitrarily distributed with a different distribution for each type of customer and the server takes a single vacation each time he becomes free. For such a model the state probabilities are obtained both in a transient and in a steady state. Finally, the virtual waiting time of an arbitrary ordinary customer in a steady state is analysed.