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.     

Fixed points of generalized e-concave (generalized e-convex) operators and their applications

In this paper, we present the definitions of generalized e-concave operators and generalized e-convex operators, which are the generalizations of e-concave operators and e-convex operators, respectively. Without compactness or continuity assumption of generalized e-concave operators and generalized e-convex operators, we have proved the existence, uniqueness and monotone iterative techniques of their fixed points. Our results are even new to e-concave operators and e-convex operators. Finally, we apply the results to the singular boundary value problems for second order differential equations.     

Finite-Buffer Queues with Workload-Dependent Service and Arrival Rates

We consider M/G/1 queues with workload-dependent arrival rate, service speed, and restricted accessibility. The admittance of customers typically depends on the amount of work found upon arrival in addition to its own service requirement. Typical examples are the finite dam, systems with customer impatience and queues regulated by the complete rejection discipline. Our study is motivated by queueing scenarios where the arrival rate and/or speed of the server depends on the amount of work present, like production systems and the Internet.First, we compare the steady-state distribution of the workload in two finite-buffer models, in which the ratio of arrival and service speed is equal. Second, we find an explicit expression for the cycle maximum in an M/G/1 queue with workload-dependent arrival and service rate. And third, we derive a formal solution for the steady-state workload density in case of restricted accessibility. The proportionality relation between some finite and infinite-buffer queues is extended. Level crossings and Volterra integral equations play a key role in our approach.AMS subject classification: 60K25, 90B22     

On the relative efficiency of nth order and DARA stochastic dominance rules

It is known that third order stochastic dominance implies DARA dominance while no implications exist between higher orders and DARA dominance. A recent contribution points out that, with regard to the problem of determining lower and upper bounds for the price of a financial option, the DARA rule turns out to improve the stochastic dominance criteria of any order. In this paper the relative efficiency of the ordinary stochastic dominance and DARA criteria for alternatives with discrete distributions are compared, in order to see if the better performance of DARA criterion is also suitable for other practical applications. Moreover, the operational use of the stochastic dominance techniques for financial choices is deepened.     

Well-posedness of a nonlinear integro-differential problem and its rearranged formulation

We study the existence and uniqueness of solutions of a nonlinear integro-differential problem which we reformulate introducing the notion of the decreasing rearrangement of the solution. A dimensional reduction of the problem is obtained and a detailed analysis of the properties of the solutions of the model is provided. Finally, a fast numerical method is devised and implemented to show the performance of the model when typical image processing tasks such as filtering and segmentation are performed.     

A Notion of Stopping Line for Set-Indexed Processes

In this paper, we introduce the class of -stopping lines which generalize the planar stopping lines in Merzbach [(1980), Stochastic Process. Appl. 10, 49–63] by replacing the positive quadrant of the plane by a collection of compact subsets of a fixed topological space. Our notion of stopping line also compliments and generalizes the stopping sets defined in Ivanoff and Merzbach [(1995), Stochastic Process. Appl. 57, 83–98].      

Monotonic analysis: convergence of sequences of monotone functions

In this article we examine various kinds of convergence of sequences of increasing positively homogeneous (IPH) functions and nonnegative decreasing functions defined on the interior of a pointed closed solid convex cone K. We show that five different types of convergency (including pointwise and epi-convergence) coincide for IPH functions. If the space under consideration is finite dimensional then the sixth type can be added: uniform convergence on bounded subsets of itn K. Using IPH functions, we study epi-convergence of sequences of lower semi-continuous (lsc) nonnegative decreasing functions.     

Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time

This paper studies a time-inconsistent dividend problem in discrete time with nonexponential discounting. Motivated by the decreasing impatience in behaviour economics, a general discount function is used and assumed to be log sub-additive. Using a game-theoretic approach equilibrium barrier strategies are considered. It is shown that in the case of multiple equilibria, there exists an optimal one that pointwisely dominates all the other equilibria. Case studies are conducted where there is no equilibrium, multiple equilibria, and a unique equilibrium.     

Chebyshev–Halley methods for analytic functions

Two modifications of the family of Chebyshev–Halley methods are given. The first is to improve the rate of convergence to a multiple zero of an analytic function. The second is to find simultaneously all distinct zeros of a polynomial.