Abstract
A closed network consists of several multi-servers with n customers. Service requirements of customers at a multi-server have a common cdf. State parameters of the network: for each multi-server empirical measure of the age of customers being serviced and for the queues the numbers of customers in them, all multiplied by \(n^{-1}\).
Our objective: asymptotics of dynamics as \(n\rightarrow \infty \). The asymptotics of dynamics of a single multi-server and its queue with an arrival process as the number of servers \(n\rightarrow \infty \) is currently studied by famous scientists K. Ramanan, W. Whitt et al. Presently there are no universal results for general distributions of service requirements — the results are either for continuous or for discrete time ones; the same for the arrival process. We establish the asymptotics for a network in discrete time, find its equilibrium and prove convergence as \(t\rightarrow \infty \).
Motivation for studying such models: they represent call/contact centers and help to construct them effectively.
S. Anulova—This work was partially supported by RFBR grants No. 16-08-01285 A “Control of stochastic, deterministic, and quantum systems in phases of quick movement.” and No. 17-01-00633 A “Problems of stability and control in stochastic models”.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Anulova, S.: Approximate description of dynamics of a closed queueing network including multi-servers. In: Vishnevsky, V., Kozyrev, D. (eds.) DCCN 2015. CCIS, vol. 601, pp. 177–187. Springer, Cham (2016). https://doi.org/10.1007/978-3-319-30843-2_19
Anulova, S.: Properties of fluid limit for closed queueing network with two multi-servers. In: Vishnevskiy, V.M., Samouylov, K.E., Kozyrev, D.V. (eds.) DCCN 2016. CCIS, vol. 678, pp. 369–380. Springer, Cham (2016). https://doi.org/10.1007/978-3-319-51917-3_33
Anulova, S.: Fluid limit for switching closed queueing network with two multi-servers. In: Vishnevskiy, V.M., Samouylov, K.E., Kozyrev, D.V. (eds.) DCCN 2017. CCIS, vol. 700, pp. 343–354. Springer, Cham (2017). https://doi.org/10.1007/978-3-319-66836-9_29
Anulova, S.V.: Age-distribution description and “fluid” approximation for a network with an infinite server. In: Lenand, M. (ed.) International Conference “Probability Theory and its Applications”, Moscow, 26–30 June 2012, pp. 219–220 (2012)
Brown, L., Gans, N., Mandelbaum, A., Sakov, A., Shen, H., Zeltyn, S., Zhao, L.: Statistical analysis of a telephone call center: a queueing-science perspective. J. Am. Stat. Assoc. 100(469), 36–50 (2005)
Dai, J., He, S.: Many-server queues with customer abandonment: a survey of diffusion and fluid approximations. J. Syst. Sci. Syst. Eng. 21(1), 1–36 (2012). https://doi.org/10.1007/s11518-012-5189-y
Davis, M.: Markov Models and Optimization. Monographs on Statistics and Applied Probability, vol. 49. Chapman & Hall, London (1993)
Gamarnik, D., Goldberg, D.A.: On the rate of convergence to stationarity of the M/M/\(n\) queue in the Halfin-Whitt regime. Ann. Appl. Probab. 23(5), 1879–1912 (2013)
Gamarnik, D., Stolyar, A.L.: Multiclass multiserver queueing system in the Halfin-Whitt heavy traffic regime: asymptotics of the stationary distribution. Queueing Syst. 71(1–2), 25–51 (2012)
Kang, W., Pang, G.: Equivalence of fluid models for \(G_t/GI/N+GI\) queues. ArXiv e-prints, February 2015. http://arxiv.org/abs/1502.00346
Kang, W.: Fluid limits of many-server retrial queues with nonpersistent customers. Queueing Syst. 79, 183–219 (2014). http://gen.lib.rus.ec/scimag/index.php?s=10.1007/s11134-014-9415-9
Kaspi, H., Ramanan, K.: Law of large numbers limits for many-server queues. Ann. Appl. Probab. 21(1), 33–114 (2011)
Koçağa, Y.L., Ward, A.R.: Admission control for a multi-server queue with abandonment. Queueing Syst. 65(3), 275–323 (2010)
Pang, G., Talreja, R., Whitt, W.: Martingale proofs of many-server heavy-traffic limits for Markovian queues. Probab. Surv. 4, 193–267 (2007). http://www.emis.ams.org/journals/PS/viewarticle9f7e.html?id=91&layout=abstract
Reed, J.: The \(G/GI/N\) queue in the Halfin-Whitt regime. Ann. Appl. Probab. 19(6), 2211–2269 (2009)
Zuñiga, A.W.: Fluid limits of many-server queues with abandonments, general service and continuous patience time distributions. Stoch. Process. Appl. 124(3), 1436–1468 (2014)
Ward, A.R.: Asymptotic analysis of queueing systems with reneging: a survey of results for FIFO, single class models. Surv. Oper. Res. Manag. Sci. 17(1), 1–14 (2012). http://www.sciencedirect.com/science/article/pii/S1876735411000237
Whitt, W.: Engineering solution of a basic call-center model. Manag. Sci. 51(2), 221–235 (2005)
Whitt, W.: Fluid models for multiserver queues with abandonments. Oper. Res. 54(1), 37–54 (2006). http://pubsonline.informs.org/doi/abs/10.1287/opre.1050.0227
Xiong, W., Altiok, T.: An approximation for multi-server queues with deterministic reneging times. Ann. Oper. Res. 172, 143–151 (2009). http://link.springer.com/article/10.1007/s10479-009-0534-3
Yin, G., Zhu, C.: Hybrid Switching Diffusions: Properties and Applications. Springer, Heidelberg (2010). https://doi.org/10.1007/978-1-4419-1105-6
Zhang, J.: Fluid models of many-server queues with abandonment. Queueing Syst. 73(2), 147–193 (2013). http://link.springer.com/article/10.1007/s11134-012-9307-9
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2017 Springer International Publishing AG
About this paper
Cite this paper
Anulova, S. (2017). Fluid Limit for Closed Queueing Network with Several Multi-servers. In: Rykov, V., Singpurwalla, N., Zubkov, A. (eds) Analytical and Computational Methods in Probability Theory. ACMPT 2017. Lecture Notes in Computer Science(), vol 10684. Springer, Cham. https://doi.org/10.1007/978-3-319-71504-9_4
Download citation
DOI: https://doi.org/10.1007/978-3-319-71504-9_4
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-71503-2
Online ISBN: 978-3-319-71504-9
eBook Packages: Computer ScienceComputer Science (R0)