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How Multiserver Queues Scale with Growing Congestion-Dependent Demand

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  • Ward Whitt

    (Department of Industrial Engineering and Operations Research, Columbia University, 304 S.W. Mudd Building, 500 West 120th Street, New York, New York 10027-6699)

Abstract

We investigate how performance scales in the standard M/M/n queue in the presence of growing congestion-dependent customer demand. We scale the queue by letting the potential (congestion-free) arrival rate be proportional to the number of servers, n , and letting n increase. We let the actual arrival rate with n servers be of the form (lambda) n = f((xi) n )n , where f is a strictly-decreasing continuous function and (xi) n is a steady-state congestion measure. We consider several alternative congestion measures, such as the mean waiting time and the probability of delay. We show, under minor regularity conditions, that for each n there is a unique equilibrium pair ((lambda)* n , (xi)* n ) such that (xi)* n is the steady-state congestion associated with arrival rate (lambda)* n and (lambda)* n = f((xi)* n )n . Moreover, we show that, as n increases, the queue with the equilibrium arrival rate (lambda)* n is brought into heavy traffic, but the three different heavy-traffic regimes for multiserver queues identified by Halfin and Whitt (1981) each can arise depending on the congestion measure used. In considerable generality, there is asymptotic service efficiency: the server utilization approaches one as n increases. Under the assumption of growing congestion-dependent demand, the service efficiency can be achieved even if there is significant uncertainty about the potential demand, because the actual arrival rate adjusts to the congestion.

Suggested Citation

  • Ward Whitt, 2003. "How Multiserver Queues Scale with Growing Congestion-Dependent Demand," Operations Research, INFORMS, vol. 51(4), pages 531-542, August.
  • Handle: RePEc:inm:oropre:v:51:y:2003:i:4:p:531-542
    DOI: 10.1287/opre.51.4.531.16093
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    References listed on IDEAS

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    1. Haim Mendelson & Seungjin Whang, 1990. "Optimal Incentive-Compatible Priority Pricing for the M/M/1 Queue," Operations Research, INFORMS, vol. 38(5), pages 870-883, October.
    2. 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.
    3. Shlomo Halfin & Ward Whitt, 1981. "Heavy-Traffic Limits for Queues with Many Exponential Servers," Operations Research, INFORMS, vol. 29(3), pages 567-588, June.
    4. Ward Whitt, 1992. "Understanding the Efficiency of Multi-Server Service Systems," Management Science, INFORMS, vol. 38(5), pages 708-723, May.
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    Cited by:

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    2. Constantinos Maglaras & Assaf Zeevi, 2004. "Diffusion Approximations for a Multiclass Markovian Service System with “Guaranteed” and “Best-Effort” Service Levels," Mathematics of Operations Research, INFORMS, vol. 29(4), pages 786-813, November.
    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.
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    7. Rami Atar, 2012. "A Diffusion Regime with Nondegenerate Slowdown," Operations Research, INFORMS, vol. 60(2), pages 490-500, April.
    8. Mor Armony & Constantinos Maglaras, 2004. "On Customer Contact Centers with a Call-Back Option: Customer Decisions, Routing Rules, and System Design," Operations Research, INFORMS, vol. 52(2), pages 271-292, April.
    9. Shuangchi He, 2020. "Diffusion Approximation for Efficiency-Driven Queues When Customers Are Patient," Operations Research, INFORMS, vol. 68(4), pages 1265-1284, July.
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    11. Costis Maglaras & John Yao & Assaf Zeevi, 2018. "Optimal Price and Delay Differentiation in Large-Scale Queueing Systems," Management Science, INFORMS, vol. 64(5), pages 2427-2444, May.
    12. Gad Allon & Itai Gurvich, 2010. "Pricing and Dimensioning Competing Large-Scale Service Providers," Manufacturing & Service Operations Management, INFORMS, vol. 12(3), pages 449-469, August.
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