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The Pointwise Stationary Approximation for Mt/Mt/s Queues Is Asymptotically Correct As the Rates Increase

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  • Ward Whitt

    (AT&T Bell Laboratories, Murray Hill, New Jersey 07974-2070)

Abstract

Green, Kolesar and Svoronos (in press) and Green and Kolesar (in press) use numerical methods to investigate the behavior of multiserver Markov queues with a Poisson arrival process having a sinusoidal arrival rate. For this model they propose an approximation for long-run average performance measures called the pointwise stationary approximation (PSA), which consists of an appropriate weighted average of the performance measure that would result at each point in time if the system were stationary with the arrival rate that applies at that point in time. In this paper we verify their conjecture that PSA is asymptotically correct as the service and arrival rates increase with the instantaneous traffic intensity held fixed (corresponding to long arrival rate cycles). We actually establish both pointwise and average versions of this result for general time-dependent birth-and-death processes.

Suggested Citation

  • Ward Whitt, 1991. "The Pointwise Stationary Approximation for Mt/Mt/s Queues Is Asymptotically Correct As the Rates Increase," Management Science, INFORMS, vol. 37(3), pages 307-314, March.
    • Handle: RePEc:inm:ormnsc:v:37:y:1991:i:3:p:307-314
    DOI: 10.1287/mnsc.37.3.307
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    Cited by:

    1. Chen, Gang & Govindan, Kannan & Golias, Mihalis M., 2013. "Reducing truck emissions at container terminals in a low carbon economy: Proposal of a queueing-based bi-objective model for optimizing truck arrival pattern," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 55(C), pages 3-22.
    2. J. G. Dai & Pengyi Shi, 2017. "A Two-Time-Scale Approach to Time-Varying Queues in Hospital Inpatient Flow Management," Operations Research, INFORMS, vol. 65(2), pages 514-536, April.
    3. Zohar Feldman & Avishai Mandelbaum & William A. Massey & Ward Whitt, 2008. "Staffing of Time-Varying Queues to Achieve Time-Stable Performance," Management Science, INFORMS, vol. 54(2), pages 324-338, February.
    4. Júlíus Atlason & Marina A. Epelman & Shane G. Henderson, 2008. "Optimizing Call Center Staffing Using Simulation and Analytic Center Cutting-Plane Methods," Management Science, INFORMS, vol. 54(2), pages 295-309, February.
    5. Moshe Haviv & Ramandeep S. Randhawa, 2014. "Pricing in Queues Without Demand Information," Manufacturing & Service Operations Management, INFORMS, vol. 16(3), pages 401-411, July.
    6. Ward Whitt, 2006. "Staffing a Call Center with Uncertain Arrival Rate and Absenteeism," Production and Operations Management, Production and Operations Management Society, vol. 15(1), pages 88-102, March.
    7. Achal Bassamboo & J. Michael Harrison & Assaf Zeevi, 2006. "Design and Control of a Large Call Center: Asymptotic Analysis of an LP-Based Method," Operations Research, INFORMS, vol. 54(3), pages 419-435, June.
    8. Chen, Xiaoming & Zhou, Xuesong & List, George F., 2011. "Using time-varying tolls to optimize truck arrivals at ports," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 47(6), pages 965-982.
    9. Itai Gurvich & Ohad Perry, 2012. "Overflow Networks: Approximations and Implications to Call Center Outsourcing," Operations Research, INFORMS, vol. 60(4), pages 996-1009, August.
    10. Heemskerk, M. & Mandjes, M. & Mathijsen, B., 2022. "Staffing for many-server systems facing non-standard arrival processes," European Journal of Operational Research, Elsevier, vol. 296(3), pages 900-913.
    11. Edieal Pinker & Tolga Tezcan, 2013. "Determining the Optimal Configuration of Hospital Inpatient Rooms in the Presence of Isolation Patients," Operations Research, INFORMS, vol. 61(6), pages 1259-1276, December.
    12. Schwarz, Justus Arne & Selinka, Gregor & Stolletz, Raik, 2016. "Performance analysis of time-dependent queueing systems: Survey and classification," Omega, Elsevier, vol. 63(C), pages 170-189.
    13. Achal Bassamboo & J. Michael Harrison & Assaf Zeevi, 2009. "Pointwise Stationary Fluid Models for Stochastic Processing Networks," Manufacturing & Service Operations Management, INFORMS, vol. 11(1), pages 70-89, August.
    14. Stolletz, Raik, 2008. "Approximation of the non-stationary M(t)/M(t)/c(t)-queue using stationary queueing models: The stationary backlog-carryover approach," European Journal of Operational Research, Elsevier, vol. 190(2), pages 478-493, October.
    15. Izady, N. & Worthington, D., 2011. "Approximate analysis of non-stationary loss queues and networks of loss queues with general service time distributions," European Journal of Operational Research, Elsevier, vol. 213(3), pages 498-508, September.
    16. Linda V. Green & Peter J. Kolesar, 1998. "A Note on Approximating Peak Congestion in Mt/G/\infty Queues with Sinusoidal Arrivals," Management Science, INFORMS, vol. 44(11-Part-2), pages 137-144, November.
    17. James Dong & Ward Whitt, 2015. "Using a birth‐and‐death process to estimate the steady‐state distribution of a periodic queue," Naval Research Logistics (NRL), John Wiley & Sons, vol. 62(8), pages 664-685, December.
    18. Yue Zhang & Martin L. Puterman & Matthew Nelson & Derek Atkins, 2012. "A Simulation Optimization Approach to Long-Term Care Capacity Planning," Operations Research, INFORMS, vol. 60(2), pages 249-261, April.
    19. Armann Ingolfsson & Elvira Akhmetshina & Susan Budge & Yongyue Li & Xudong Wu, 2007. "A Survey and Experimental Comparison of Service-Level-Approximation Methods for Nonstationary M(t)/M/s(t) Queueing Systems with Exhaustive Discipline," INFORMS Journal on Computing, INFORMS, vol. 19(2), pages 201-214, May.
    20. Ward Whitt & Wei You, 2019. "Time-Varying Robust Queueing," Operations Research, INFORMS, vol. 67(6), pages 1766-1782, November.
    21. Ingolfsson, Armann & Amanul Haque, Md. & Umnikov, Alex, 2002. "Accounting for time-varying queueing effects in workforce scheduling," European Journal of Operational Research, Elsevier, vol. 139(3), pages 585-597, June.
    22. Yunan Liu & Ward Whitt & Yao Yu, 2016. "Approximations for heavily loaded G/GI/n + GI queues," Naval Research Logistics (NRL), John Wiley & Sons, vol. 63(3), pages 187-217, April.
    23. Ward Whitt, 1999. "Improving Service by Informing Customers About Anticipated Delays," Management Science, INFORMS, vol. 45(2), pages 192-207, February.
    24. Alnowibet, Khalid Abdulaziz & Perros, Harry, 2009. "Nonstationary analysis of the loss queue and of queueing networks of loss queues," European Journal of Operational Research, Elsevier, vol. 196(3), pages 1015-1030, August.
    25. Felix Papier & Ulrich W. Thonemann, 2008. "Queuing Models for Sizing and Structuring Rental Fleets," Transportation Science, INFORMS, vol. 42(3), pages 302-317, August.

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