Single-Server Queueing System with Markov-Modulated Arrivals and Service Times

Key words: Markov-modulated queues, waiting time, heavy traffic.

Queue Length Simulations in a Finite Single-line Queueing System with Repeated Calls

2000 Mathematics Subject Classification: 60K25.

A discrete-time queueing system with feedback and optional service

Queueing systems constitute a central tool in modeling and performance analysis. These types of systems are in our everyday life activities, and the theory of queueing systems was developed to provide models for forecasting behaviors of systems subject to random demand. The practical and useful applications of the discrete-time queues make the researchers to con- tinue making an e ort in analyzing this type of models. Thus the present contribution relates to a discrete-time Geo/G/1 queue in which some messages may need a second service time in addition to the rst essential service. In day-to-day life, there are numerous examples of queueing situations in general, for example, in manufacturing processes, telecommunication, home automation, etc, but in this paper a particular application is the use of video surveil- lance with intrusion recognition where all the arriving messages require the main service and only some may require the subsidiary service provided by the server with di erent types of strategies. We carry out a thorough study of the model, deriving analytical results for the stationary distribution. The generating functions of the number of messages in the queue and in the system are obtained. The generating functions of the busy period as well as the sojourn times of a message in the server, the queue and the system are also provided.

A mathematical programming approach to optimal Markovian switching of Poisson arrival streams to queueing systems

Motivated by certain situations in manufacturing systems and communication networks, we look into the problem of maximizing the profit in a queueing system with linear reward and cost structure and having a choice of selecting the streams of Poisson arrivals according to an independent Markov chain. We view the system as a MMPP/GI/1 queue and seek to maximize the profits by optimally choosing the stationary probabilities of the modulating Markov chain. We consider two formulations of the optimization problem. The first one (which we call the PUT problem) seeks to maximize the profit per unit time whereas the second one considers the maximization of the profit per accepted customer (the PAC problem). In each of these formulations, we explore three separate problems. In the first one, the constraints come from bounding the utilization of an infinite capacity server; in the second one the constraints arise from bounding the mean queue length of the same queue; and in the third one the finite capacity of the buffer reflect as a set of constraints. In the problems bounding the utilization factor of the queue, the solutions are given by essentially linear programs, while the problems with mean queue length constraints are linear programs if the service is exponentially distributed. The problems modeling the finite capacity queue are non-convex programs for which global maxima can be found. There is a rich relationship between the solutions of the PUT and PAC problems. In particular, the PUT solutions always make the server work at a utilization factor that is no less than that of the PAC solutions.

On the optimality of exhaustive service policies in multiclass queueing systems with modulated arrivals and switchovers

Consider a single-server multiclass queueing system with K classes where the individual queues are fed by K-correlated interrupted Poisson streams generated in the states of a K-state stationary modulating Markov chain. The service times for all the classes are drawn independently from the same distribution. There is a setup time (and/or a setup cost) incurred whenever the server switches from one queue to another. It is required to minimize the sum of discounted inventory and setup costs over an infinite horizon. We provide sufficient conditions under which exhaustive service policies are optimal. We then present some simulation results for a two-class queueing system to show that exhaustive, threshold policies outperform non-exhaustive policies.

Analysis of Some Queueing Models Related To N-Policy: Operations Research

This study is about the analysis of some queueing models related to N-policy.The optimal value the queue size has to attain in order to turn on a single server, assuming that the policy is to turn on a single server when the queue size reaches a certain number, N, and turn him off when the system is empty.The operating policy is the usual N-policy, but with random N and in model 2, a system similar to the one described here.This study analyses “ Tandem queue with two servers”.Here assume that the first server is a specialized one.In a queueing system,under N-policy ,the server will be on vacation until N units accumulate for the first time after becoming idle.A modified version of the N-policy for an M│M│1 queueing system is considered here.The novel feature of this model is that a busy service unit prevents the access of new customers to servers further down the line.It is deals with a queueing model consisting of two servers connected in series with a finite intermediate waiting room of capacity k.Here assume that server I is a specialized server.For this model ,the steady state probability vector and the stability condition are obtained using matrix – geometric method.

Queueing Models with Vacations and Working Vacations

The thesis entitled “Queueing Models with Vacations and Working Vacations" consists of seven chapters including the introductory chapter. In chapters 2 to 7 we analyze different queueing models highlighting the role played by vacations and working vacations. The duration of vacation is exponentially distributed in all these models and multiple vacation policy is followed.In chapter 2 we discuss an M/M/2 queueing system with heterogeneous servers, one of which is always available while the other goes on vacation in the absence of customers waiting for service. Conditional stochastic decomposition of queue length is derived. An illustrative example is provided to study the effect of the input parameters on the system performance measures. Chapter 3 considers a similar setup as chapter 2. The model is analyzed in essentially the same way as in chapter 2 and a numerical example is provided to bring out the qualitative nature of the model. The MAP is a tractable class of point process which is in general nonrenewal. In spite of its versatility it is highly tractable as well. Phase type distributions are ideally suited for applying matrix analytic methods. In all the remaining chapters we assume the arrival process to be MAP and service process to be phase type. In chapter 4 we consider a MAP/PH/1 queue with working vacations. At a departure epoch, the server finding the system empty, takes a vacation. A customer arriving during a vacation will be served but at a lower rate.Chapter 5 discusses a MAP/PH/1 retrial queueing system with working vacations.In chapter 6 the setup of the model is similar to that of chapter 5. The signicant dierence in this model is that there is a nite buer for arrivals.Chapter 7 considers an MMAP(2)/PH/1 queueing model with a nite retrial group

The impact of time limitation: insights from a queueing experiment

We experimentally explore the effects of time limitation on decision making. Under different time allowance conditions, subjects are presented with a queueing situation and asked to join one of the two given queues. The results can be grouped under two main categories. The first one concerns the factors driving decisions in a queueing system. Only some subjects behave consistently with rationality principles and use the relevant information efficiently. The rest of the subjects seem to adopt a simpler strategy that does not incorporate some information into their decision. The second category is related to the effects of time limitation on decision performance. A substantial proportion of the population is not affected by time limitations and shows consistent behavior throughout the treatments. On the other hand, some subjects’ performance is impaired by time limitations. More importantly, this impairment is not due to the stringency of the limitation but rather to being exposed to a time constraint.

Queueuing system with failures and priorities

Queueing theory provides models, structural insights, problem solutions and algorithms to many application areas. Due to its practical applicability to production, manufacturing, home automation, communications technology, etc, more and more complex systems requires more elaborated models, tech- niques, algorithm, etc. need to be developed. Discrete-time models are very suitable in many situations and a feature that makes the analysis of discrete time systems technically more involved than its continuous time counterparts. In this paper we consider a discrete-time queueing system were failures in the server can occur as-well as priority messages. The possibility of failures of the server with general life time distribution is considered. We carry out an extensive study of the system by computing generating functions for the steady-state distribution of the number of messages in the queue and in the system. We also obtain generating functions for the stationary distribution of the busy period and sojourn times of a message in the server and in the system. Performance measures of the system are also provided.

Optimal control of arrivals to queues with delayed queue length information

We consider discrete-time versions of two classical problems in the optimal control of admission to a queueing system: i) optimal routing of arrivals to two parallel queues and ii) optimal acceptance/rejection of arrivals to a single queue. We extend the formulation of these problems to permit a k step delay in the observation of the queue lengths by the controller. For geometric inter-arrival times and geometric service times the problems are formulated as controlled Markov chains with expected total discounted cost as the minimization objective. For problem i) we show that when k = 1, the optimal policy is to allocate an arrival to the queue with the smaller expected queue length (JSEQ: Join the Shortest Expected Queue). We also show that for this problem, for k greater than or equal to 2, JSEQ is not optimal. For problem ii) we show that when k = 1, the optimal policy is a threshold policy. There are, however, two thresholds m(0) greater than or equal to m(1) > 0, such that mo is used when the previous action was to reject, and mi is used when the previous action was to accept.

State Dependent Attempt Rate modeling of single cell IEEE 802.11 WLANs with homogeneous nodes and Poisson packet arrivals

We study a State Dependent Attempt Rate (SDAR) approximation to model M queues (one queue per node) served by the Carrier Sense Multiple Access with Collision Avoidance (CSMA/CA) protocol as standardized in the IEEE 802.11 Distributed Coordination Function (DCF). The approximation is that, when n of the M queues are non-empty, the (transmission) attempt probability of each of the n non-empty nodes is given by the long-term (transmission) attempt probability of n saturated nodes. With the arrival of packets into the M queues according to independent Poisson processes, the SDAR approximation reduces a single cell with non-saturated nodes to a Markovian coupled queueing system. We provide a sufficient condition under which the joint queue length Markov chain is positive recurrent. For the symmetric case of equal arrival rates and finite and equal buffers, we develop an iterative method which leads to accurate predictions for important performance measures such as collision probability, throughput and mean packet delay. We replace the MAC layer with the SDAR model of contention by modifying the NS-2 source code pertaining to the MAC layer, keeping all other layers unchanged. By this model-based simulation technique at the MAC layer, we achieve speed-ups (w.r.t. MAC layer operations) up to 5.4. Through extensive model-based simulations and numerical results, we show that the SDAR model is an accurate model for the DCF MAC protocol in single cells. (C) 2012 Elsevier B.V. All rights reserved.

Scheduling Flows with Unknown Sizes: Approximate Analysis

Previous studies have shown that giving preferential treatment to short jobs helps reduce the average system response time, especially when the job size distribution possesses the heavy-tailed property. Since it has been shown that the TCP flow length distribution also has the same property, it is natural to let short TCP flows enjoy better service inside the network. Analyzing such discriminatory system requires modification to traditional job scheduling models since usually network traffic managers do not have detailed knowledge about individual flows such as their lengths. The Multi-Level (ML) queue, proposed by Kleinrock, can b e used to characterize such system. In an ML queueing system, the priority of a flow is reduced as the flow stays longer. We present an approximate analysis of the ML queueing system to obtain a closed-form solution of the average system response time function for general flow size distributions. We show that the response time of short flows can be significantly reduced without penalizing long flows.

Solving a signalized traffic intersection problem with an hyperbolic penalty function

Mathematical Program with Complementarity Constraints (MPCC) finds many applications in fields such as engineering design, economic equilibrium and mathematical programming theory itself. A queueing system model resulting from a single signalized intersection regulated by pre-timed control in traffic network is considered. The model is formulated as an MPCC problem. A MATLAB implementation based on an hyperbolic penalty function is used to solve this practical problem, computing the total average waiting time of the vehicles in all queues and the green split allocation. The problem was codified in AMPL.

Optimisation des horaires des agents et du routage des appels dans les centres d’appels

Nous étudions la gestion de centres d'appels multi-compétences, ayant plusieurs types d'appels et groupes d'agents. Un centre d'appels est un système de files d'attente très complexe, où il faut généralement utiliser un simulateur pour évaluer ses performances. Tout d'abord, nous développons un simulateur de centres d'appels basé sur la simulation d'une chaîne de Markov en temps continu (CMTC), qui est plus rapide que la simulation conventionnelle par événements discrets. À l'aide d'une méthode d'uniformisation de la CMTC, le simulateur simule la chaîne de Markov en temps discret imbriquée de la CMTC. Nous proposons des stratégies pour utiliser efficacement ce simulateur dans l'optimisation de l'affectation des agents. En particulier, nous étudions l'utilisation des variables aléatoires communes. Deuxièmement, nous optimisons les horaires des agents sur plusieurs périodes en proposant un algorithme basé sur des coupes de sous-gradients et la simulation. Ce problème est généralement trop grand pour être optimisé par la programmation en nombres entiers. Alors, nous relaxons l'intégralité des variables et nous proposons des méthodes pour arrondir les solutions. Nous présentons une recherche locale pour améliorer la solution finale. Ensuite, nous étudions l'optimisation du routage des appels aux agents. Nous proposons une nouvelle politique de routage basé sur des poids, les temps d'attente des appels, et les temps d'inoccupation des agents ou le nombre d'agents libres. Nous développons un algorithme génétique modifié pour optimiser les paramètres de routage. Au lieu d'effectuer des mutations ou des croisements, cet algorithme optimise les paramètres des lois de probabilité qui génèrent la population de solutions. Par la suite, nous développons un algorithme d'affectation des agents basé sur l'agrégation, la théorie des files d'attente et la probabilité de délai. Cet algorithme heuristique est rapide, car il n'emploie pas la simulation. La contrainte sur le niveau de service est convertie en une contrainte sur la probabilité de délai. Par après, nous proposons une variante d'un modèle de CMTC basé sur le temps d'attente du client à la tête de la file. Et finalement, nous présentons une extension d'un algorithme de coupe pour l'optimisation stochastique avec recours de l'affectation des agents dans un centre d'appels multi-compétences.