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Optimization and sensitivity analysis of controlling arrivals in the queueing system with single working vacation
Authors:Dong-Yuh Yang  Chia-Huang Wu
Affiliation:a Department of Industrial Engineering and Management, National Chiao Tung University, Hsinchu 30050, Taiwan
b Department of Applied Mathematics, National Chung-Hsing University, Taichung 402, Taiwan
Abstract:This paper analyzes the F-policy M/M/1/K queueing system with working vacation and an exponential startup time. The F-policy deals with the issue of controlling arrivals to a queueing system, and the server requires a startup time before allowing customers to enter the system. For the queueing systems with working vacation, the server can still provide service to customers rather than completely stop the service during a vacation period. The matrix-analytic method is applied to develop the steady-state probabilities, and then obtain several system characteristics. We construct the expected cost function and formulate an optimization problem to find the minimum cost. The direct search method and Quasi-Newton method are implemented to determine the optimal system capacity K, the optimal threshold F and the optimal service rates (μB,μV) at the minimum cost. A sensitivity analysis is conducted to investigate the effect of changes in the system parameters on the expected cost function. Finally, numerical examples are provided for illustration purpose.
Keywords:  mmlsi131"   onclick="  submitCitation('/science?_ob=MathURL&  _method=retrieve&  _eid=1-s2.0-S0377042709008632&  _mathId=si131.gif&  _pii=S0377042709008632&  _issn=03770427&  _acct=C000069490&  _version=1&  _userid=6211566&  md5=fe232a71ce04fabc94199c905b9a5cb1')"   style="  cursor:pointer  "   alt="  Click to view the MathML source"   title="  Click to view the MathML source"  >  formulatext"   title="  click to view the MathML source"  >F-policy   Optimization   Quasi-Newton method   Sensitivity analysis   Working vacation
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