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The Bernoulli Feedback Queue with Balking: Stochastic Order Results and Equilibrium Joining Rules

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Author Info
E. J. Collins
A. C. Brooms (Department of Economics, Mathematics & Statistics, Birkbeck)
Abstract

We consider customer joining behaviour for a system that consists of a FCFS queue with Bernoulli feedback. A consequence of the feedback characteristic is that the sojourn time of a customer already in the system depends on the joining decisions taken by future arrivals to the system. By establishing stochastic order results for coupled versions of the system, we prove the existence, and uniqueness, of Nash equilibrium joining policies, and show that these are characterized by (possibly randomized) threshold rules. We contrast the Nash rule with the socially optimizing joining rule that minimizes the long-term expected average sojourn time (or cost) per customer. The latter rule is characterized by a nonrandomized threshold, and we show that the Nash rule admits at least as many customers into the system as the socially optimizing one.

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File URL: http://www.ems.bbk.ac.uk/research/wp/PDF/BWPEF0517.pdf
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File Function: First version, 2005
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Publisher Info
Paper provided by Birkbeck, Department of Economics, Mathematics & Statistics in its series Birkbeck Working Papers in Economics and Finance with number 0517.

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Date of creation: Nov 2005
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Handle: RePEc:bbk:bbkefp:0517

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Related research
Keywords: FCFS queue with Bernoulli feedback; coupling; Nash equilibrium; social optimality;

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  1. Naor, P, 1969. "The Regulation of Queue Size by Levying Tolls," Econometrica, Econometric Society, vol. 37(1), pages 15-24, January. [Downloadable!] (restricted)
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