Abstract : In this mini-symposium, we invite high-quality contributions in queues and related stochastic models arising from operations research. Queues and related stochastic models have various applications in service systems, such as call centers, computer and communication networks, and transportation systems. This mini-symposium discusses recent advances in queues and stochastic models and their applications.
Keywords
• stochastic models
• matrix analytic methods
• asymptotic analysis of queueing models
• game theoretic analysis of queues
• fluid and diffusion limits, large deviation analysis of queues
• stochastic analysis of risk models
• matching queues
• multidimensional Markov chains
• novel queueing models in applications
[02929] Strategic revenue management for discriminatory processor sharing queues
Format : Talk at Waseda University
Author(s) :
Dieter Fiems (Ghent University)
Abstract : We consider revenue management for discriminatory processor sharing (dps) queues. The server receives revenue per customer, as well as a fee if customers opt for premium service. We study the optimal parameter allocation of the dps discipline, assuming that customers rationally select between premium and non-premium service. It is shown that the optimal dps discipline is a strict priority discipline when customers cannot balk, while a non-degenerate dps discipline is optimal with balking.
[03027] Bounding performance of stochastic models for server virtualization in cloud computing
Format : Talk at Waseda University
Author(s) :
Ken'ichi Kawanishi (Gunma University)
Abstract : In recent years, ICT systems are constructed with virtual servers on the cloud computing by virtualization technology. The cloud computing is based on a huge number of physical servers in data centers. One of the important issues is to reduce server power consumption while ensuring performance. In this talk, we consider stochastic models for server virtualization in cloud computing and propose a method to evaluate performance bounds while suppressing computational costs even in large-scale systems.
[03114] Strategic behaviour of reserved customers in a queueing model with multiple reservation zones
Format : Talk at Waseda University
Author(s) :
Yutaka Sakuma (Department of Computer Science, National Defense Academy of Japan)
Emiko Fukuda (Department of Industrial Engineering and Economics, Tokyo Institute of Technology)
Hiroyuki Ichihara (Deptartment of Management Synthesis, Chubu University)
Hiroyuki Masuyama (Graduate School of Management, Tokyo Metropolitan University)
Abstract : We consider the strategic behavior of customers in a queueing system with multiple reservation zones. In this system, customers are assigned to the reservation zones, and they face the problem of when to arrive within their reservation zone, where early arrival is allowed. The customers are assumed to be homogeneous and non-cooperative, and they try to find a mixed strategy that minimizes their expected waiting time. We propose a numerical algorithm to obtain the customers' mixed strategy in equilibrium for each reservation zone.
[02958] Analysis of time-dependent queues with generally distributed retrials
Format : Talk at Waseda University
Author(s) :
Raik Stolletz (University of Mannheim)
Ömer Özümerzifon (University of Mannheim)
Benjamin Legros (EM Normandie)
Abstract : Time-dependent queueing systems are present in various service systems. Often customers leave the queue before being served due to a lack of patience. However, impatient users may join the system after the so-called retrial time. We analyze the time-dependent performance of multi-server queues with generally distributed retrial times and develop a stationary backlog-carryover (SBC) approach. The numerical study analyzes the reliability of the approach and demonstrates the impact of retrial time distributions on performance measures.
[03351] The rational outcome of queueing games: A fixed-point iteration based approach
Format : Talk at Waseda University
Author(s) :
Hung Q Nguyen (Advanced Artificial Intelligence Innovation Center, Hitachi, Ltd. Research & Development Group)
Tuan Phung-Duc (University of Tsukuba)
Abstract : In this study, we consider a class of queueing games characterized by the following feature: expected waiting times of enqueued agents are affected by joining strategies of later comers. We survey several queueing models and generalize an iterative algorithm that may universally apply in a class of queueing game problems to computationally solve for the rational outcome of the game.
[03189] Workload analysis of fluid polling models
Format : Online Talk on Zoom
Author(s) :
Stella Kapodistria (Eindhoven University of Technology)
Abstract : In this presentation, we analyze a two-queue random time-limited Markov-modulated polling model. In the first part of the talk, we investigate the fluid version: fluid arrives at the two queues as two independent flows with deterministic rate. There is a single server that serves both queues at constant speeds. The server spends an exponentially distributed
amount of time in each queue. After the completion of such a visit time to one queue, the server instantly switches to the other queue, i.e., there is no switch-over time.
For this model, we derive a functional equation for the LST of the two-dimensional workload distribution that leads to a Riemann–Hilbert boundary value problem (BVP). After taking a heavy-traffic limit, and restricting ourselves to the symmetric case, the BVP simplifies and can be solved explicitly.
In the second part of the talk, allowing for more general (Lévy) input processes and server switching policies, we investigate the transient process limit of the joint workload in heavy traffic. Again solving a BVP, we determine the stationary distribution of the limiting process. We show that, in the symmetric case, this distribution coincides with our earlier solution of the BVP, implying that in this case the two limits (stationarity and heavy traffic) commute.
This is joint work with M. Saxena, O.J. Boxma and O. Kella.
