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Fluid Models for Multiserver Queues with Abandonments

Author

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  • Ward Whitt

    (Department of Industrial Engineering and Operations Research, Columbia University, New York, New York 10027-6699)

Abstract

Deterministic fluid models are developed to provide simple first-order performance descriptions for multiserver queues with abandonment under heavy loads. Motivated by telephone call centers, the focus is on multiserver queues with a large number of servers and nonexponential service-time and time-to-abandon distributions. The first fluid model serves as an approximation for the G/GI/s+GI queueing model, which has a general stationary arrival process with arrival rate (lambda) , independent and identically distributed (IID) service times with a general distribution, s servers and IID abandon times with a general distribution. The fluid model is useful in the overloaded regime, where (lambda) > s , which is often realistic because only a small amount of abandonment can keep the system stable. Numerical experiments, using simulation for M/GI/s+GI models and exact numerical algorithms for M/M/s+M models, show that the fluid model provides useful approximations for steady-state performance measures when the system is heavily loaded. The fluid model accurately shows that steady-state performance depends strongly upon the time-to-abandon distribution beyond its mean, but not upon the service-time distribution beyond its mean. The second fluid model is a discrete-time fluid model, which serves as an approximation for the G t (n)/GI/s+GI queueing model, having a state-dependent and time-dependent arrival process. The discrete-time framework is exploited to prove that properly scaled queueing processes in the queueing model converge to fluid functions as s (rightarrow) (infinity) . The discrete-time framework is also convenient for calculating the time-dependent fluid performance descriptions.

Suggested Citation

  • Ward Whitt, 2006. "Fluid Models for Multiserver Queues with Abandonments," Operations Research, INFORMS, vol. 54(1), pages 37-54, February.
  • Handle: RePEc:inm:oropre:v:54:y:2006:i:1:p:37-54
    DOI: 10.1287/opre.1050.0227
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    References listed on IDEAS

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    1. Ward Whitt, 2004. "Efficiency-Driven Heavy-Traffic Approximations for Many-Server Queues with Abandonments," Management Science, INFORMS, vol. 50(10), pages 1449-1461, October.
    2. Ward Whitt, 2005. "Engineering Solution of a Basic Call-Center Model," Management Science, INFORMS, vol. 51(2), pages 221-235, February.
    3. Noah Gans & Ger Koole & Avishai Mandelbaum, 2003. "Telephone Call Centers: Tutorial, Review, and Research Prospects," Manufacturing & Service Operations Management, INFORMS, vol. 5(2), pages 79-141, September.
    4. Lawrence Brown & Noah Gans & Avishai Mandelbaum & Anat Sakov & Haipeng Shen & Sergey Zeltyn & Linda Zhao, 2005. "Statistical Analysis of a Telephone Call Center: A Queueing-Science Perspective," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 36-50, March.
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