IDEAS home Printed from https://ideas.repec.org/a/inm/oropre/v65y2017i6p1712-1721.html
   My bibliography  Save this article

Nonlinear Accumulating Priority Queues with Equivalent Linear Proxies

Author

Listed:
  • Na Li

    (Statistical and Actuarial Sciences, University of Western Ontario, London, Ontario N6A 3K7, Canada; McMaster Centre for Transfusion Research, McMaster University, Hamilton, Ontario L8S 4L8, Canada)

  • David A. Stanford

    (Statistical and Actuarial Sciences, University of Western Ontario, London, Ontario N6A 3K7, Canada)

  • Peter Taylor

    (Mathematics and Statistics, University of Melbourne, Victoria 3010, Australia)

  • Ilze Ziedins

    (Statistics, University of Auckland, Auckland 1142, New Zealand)

Abstract

In 1964, Kleinrock proposed a queueing discipline for a single-server queue in which customers from different classes accumulate priority as linear functions of their waiting time. At the instant that a server becomes free, it selects the waiting customer with the highest accumulated priority, provided that the queue is nonempty. He developed a recursion for calculating the expected waiting time for each class. In 2014, Stanford, Taylor, and Ziedins reconsidered this queue, which they termed the accumulating priority queue (APQ), and derived the waiting time distribution for each class. Kleinrock and Finkelstein in 1967 also studied an accumulating priority system in which customers’ priorities increase as a power-law function of their waiting time. They established that it is possible to associate a particular linear APQ with such a power-law APQ, so that the expected waiting times of customers from all classes are preserved. In this paper, we extend their analysis to characterise the class of nonlinear APQs for which an equivalent linear APQ can be found, in the sense that, for identical sample paths of the arrival and service processes, the ordering of all customers is identical at all times in both the linear and nonlinear systems.

Suggested Citation

  • Na Li & David A. Stanford & Peter Taylor & Ilze Ziedins, 2017. "Nonlinear Accumulating Priority Queues with Equivalent Linear Proxies," Operations Research, INFORMS, vol. 65(6), pages 1712-1721, December.
  • Handle: RePEc:inm:oropre:v:65:y:2017:i:6:p:1712-1721
    DOI: 10.1287/opre.2017.1613
    as

    Download full text from publisher

    File URL: https://doi.org/10.1287/opre.2017.1613
    Download Restriction: no

    File URL: https://libkey.io/10.1287/opre.2017.1613?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Moshe Haviv & Liron Ravner, 2016. "Strategic bidding in an accumulating priority queue: equilibrium analysis," Annals of Operations Research, Springer, vol. 244(2), pages 505-523, September.
    2. L. Kleinrock, 1964. "A delay dependent queue discipline," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 11(3‐4), pages 329-341, September.
    3. Henry M. Goldberg, 1977. "Analysis of the Earliest Due Date Scheduling Rule in Queueing Systems," Mathematics of Operations Research, INFORMS, vol. 2(2), pages 145-154, May.
    4. Leonard Kleinrock & Roy P. Finkelstein, 1967. "Time Dependent Priority Queues," Operations Research, INFORMS, vol. 15(1), pages 104-116, February.
    5. John J. Kanet, 1982. "A Mixed Delay Dependent Queue Discipline," Operations Research, INFORMS, vol. 30(1), pages 93-96, February.
    6. Joseph Abate & Ward Whitt, 2006. "A Unified Framework for Numerically Inverting Laplace Transforms," INFORMS Journal on Computing, INFORMS, vol. 18(4), pages 408-421, November.
    7. Li, Na & Stanford, David A., 2016. "Multi-server accumulating priority queues with heterogeneous servers," European Journal of Operational Research, Elsevier, vol. 252(3), pages 866-878.
    8. A. Netterman & I. Adiri, 1979. "A Dynamic Priority Queue with General Concave Priority Functions," Operations Research, INFORMS, vol. 27(6), pages 1088-1100, December.
    9. Val Andrei Fajardo & Steve Drekic, 2017. "Waiting Time Distributions in the Preemptive Accumulating Priority Queue," Methodology and Computing in Applied Probability, Springer, vol. 19(1), pages 255-284, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Joris Walraevens & Thomas Giel & Stijn Vuyst & Sabine Wittevrongel, 2022. "Asymptotics of waiting time distributions in the accumulating priority queue," Queueing Systems: Theory and Applications, Springer, vol. 101(3), pages 221-244, August.
    2. Yonatan Shadmi, 2022. "Fluid limits for shortest job first with aging," Queueing Systems: Theory and Applications, Springer, vol. 101(1), pages 93-112, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Moshe Haviv & Liron Ravner, 2016. "Strategic bidding in an accumulating priority queue: equilibrium analysis," Annals of Operations Research, Springer, vol. 244(2), pages 505-523, September.
    2. Val Andrei Fajardo & Steve Drekic, 2017. "Waiting Time Distributions in the Preemptive Accumulating Priority Queue," Methodology and Computing in Applied Probability, Springer, vol. 19(1), pages 255-284, March.
    3. Öner-Közen, Miray & Minner, Stefan, 2017. "Impact of priority sequencing decisions on on-time probability and expected tardiness of orders in make-to-order production systems with external due-dates," European Journal of Operational Research, Elsevier, vol. 263(2), pages 524-539.
    4. Moshe, Shir & Oz, Binyamin, 2023. "Charging more for priority via two-part tariff for accumulating priorities," European Journal of Operational Research, Elsevier, vol. 304(2), pages 652-660.
    5. Li, Na & Stanford, David A., 2016. "Multi-server accumulating priority queues with heterogeneous servers," European Journal of Operational Research, Elsevier, vol. 252(3), pages 866-878.
    6. Sokolov, Andrey & Melatos, Andrew & Kieu, Tien, 2010. "Laplace transform analysis of a multiplicative asset transfer model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2782-2792.
    7. A. Baykal Hafızoğlu & Esma S. Gel & Pınar Keskinocak, 2013. "Expected Tardiness Computations in Multiclass Priority M / M / c Queues," INFORMS Journal on Computing, INFORMS, vol. 25(2), pages 364-376, May.
    8. Dassios, Angelos & Li, Luting, 2020. "Explicit asymptotic on first passage times of diffusion processes," LSE Research Online Documents on Economics 103087, London School of Economics and Political Science, LSE Library.
    9. Niyirora, Jerome & Zhuang, Jun, 2017. "Fluid approximations and control of queues in emergency departments," European Journal of Operational Research, Elsevier, vol. 261(3), pages 1110-1124.
    10. Dassios, Angelos & Qu, Yan & Zhao, Hongbiao, 2018. "Exact simulation for a class of tempered stable," LSE Research Online Documents on Economics 86981, London School of Economics and Political Science, LSE Library.
    11. David Landriault & Bin Li & Hongzhong Zhang, 2014. "On the Frequency of Drawdowns for Brownian Motion Processes," Papers 1403.1183, arXiv.org.
    12. Leippold, Markus & Vasiljević, Nikola, 2017. "Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 78-94.
    13. Illés Horváth & András Mészáros & Miklós Telek, 2020. "Numerical Inverse Transformation Methods for Z-Transform," Mathematics, MDPI, vol. 8(4), pages 1-18, April.
    14. Runhuan Feng & Hans W. Volkmer, 2015. "Conditional Asian Options," Papers 1505.06946, arXiv.org.
    15. Mor Harchol-Balter, 2021. "Open problems in queueing theory inspired by datacenter computing," Queueing Systems: Theory and Applications, Springer, vol. 97(1), pages 3-37, February.
    16. Pan, Aiqiang & McCartney, John S. & Lu, Lin & You, Tian, 2020. "A novel analytical multilayer cylindrical heat source model for vertical ground heat exchangers installed in layered ground," Energy, Elsevier, vol. 200(C).
    17. Valentina Klimenok & Alexander Dudin & Olga Dudina & Irina Kochetkova, 2020. "Queuing System with Two Types of Customers and Dynamic Change of a Priority," Mathematics, MDPI, vol. 8(5), pages 1-25, May.
    18. Markus Leippold & Nikola Vasiljević, 2020. "Option-Implied Intrahorizon Value at Risk," Management Science, INFORMS, vol. 66(1), pages 397-414, January.
    19. Landriault, David & Shi, Tianxiang, 2015. "Occupation times in the MAP risk model," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 75-82.
    20. Veeraruna Kavitha & Jayakrishnan Nair & Raman Kumar Sinha, 2019. "Pseudo conservation for partially fluid, partially lossy queueing systems," Annals of Operations Research, Springer, vol. 277(2), pages 255-292, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:oropre:v:65:y:2017:i:6:p:1712-1721. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.