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  Subjects -> STATISTICS (Total: 130 journals)
Showing 1 - 151 of 151 Journals sorted alphabetically
Advances in Complex Systems     Hybrid Journal   (Followers: 10)
Advances in Data Analysis and Classification     Hybrid Journal   (Followers: 61)
Annals of Applied Statistics     Full-text available via subscription   (Followers: 39)
Applied Categorical Structures     Hybrid Journal   (Followers: 4)
Argumentation et analyse du discours     Open Access   (Followers: 10)
Asian Journal of Mathematics & Statistics     Open Access   (Followers: 8)
AStA Advances in Statistical Analysis     Hybrid Journal   (Followers: 4)
Australian & New Zealand Journal of Statistics     Hybrid Journal   (Followers: 13)
Bernoulli     Full-text available via subscription   (Followers: 9)
Biometrical Journal     Hybrid Journal   (Followers: 10)
Biometrics     Hybrid Journal   (Followers: 51)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 18)
Building Simulation     Hybrid Journal   (Followers: 1)
Bulletin of Statistics     Full-text available via subscription   (Followers: 4)
CHANCE     Hybrid Journal   (Followers: 5)
Communications in Statistics - Simulation and Computation     Hybrid Journal   (Followers: 9)
Communications in Statistics - Theory and Methods     Hybrid Journal   (Followers: 11)
Computational Statistics     Hybrid Journal   (Followers: 14)
Computational Statistics & Data Analysis     Hybrid Journal   (Followers: 37)
Current Research in Biostatistics     Open Access   (Followers: 8)
Decisions in Economics and Finance     Hybrid Journal   (Followers: 11)
Demographic Research     Open Access   (Followers: 16)
Electronic Journal of Statistics     Open Access   (Followers: 8)
Engineering With Computers     Hybrid Journal   (Followers: 5)
Environmental and Ecological Statistics     Hybrid Journal   (Followers: 7)
ESAIM: Probability and Statistics     Full-text available via subscription   (Followers: 5)
Extremes     Hybrid Journal   (Followers: 2)
Fuzzy Optimization and Decision Making     Hybrid Journal   (Followers: 8)
Geneva Papers on Risk and Insurance - Issues and Practice     Hybrid Journal   (Followers: 13)
Handbook of Numerical Analysis     Full-text available via subscription   (Followers: 5)
Handbook of Statistics     Full-text available via subscription   (Followers: 7)
IEA World Energy Statistics and Balances -     Full-text available via subscription   (Followers: 2)
International Journal of Computational Economics and Econometrics     Hybrid Journal   (Followers: 6)
International Journal of Quality, Statistics, and Reliability     Open Access   (Followers: 17)
International Journal of Stochastic Analysis     Open Access   (Followers: 3)
International Statistical Review     Hybrid Journal   (Followers: 12)
International Trade by Commodity Statistics - Statistiques du commerce international par produit     Full-text available via subscription  
Journal of Algebraic Combinatorics     Hybrid Journal   (Followers: 4)
Journal of Applied Statistics     Hybrid Journal   (Followers: 20)
Journal of Biopharmaceutical Statistics     Hybrid Journal   (Followers: 20)
Journal of Business & Economic Statistics     Full-text available via subscription   (Followers: 39, SJR: 3.664, CiteScore: 2)
Journal of Combinatorial Optimization     Hybrid Journal   (Followers: 7)
Journal of Computational & Graphical Statistics     Full-text available via subscription   (Followers: 20)
Journal of Econometrics     Hybrid Journal   (Followers: 82)
Journal of Educational and Behavioral Statistics     Hybrid Journal   (Followers: 6)
Journal of Forecasting     Hybrid Journal   (Followers: 17)
Journal of Global Optimization     Hybrid Journal   (Followers: 7)
Journal of Interactive Marketing     Hybrid Journal   (Followers: 10)
Journal of Mathematics and Statistics     Open Access   (Followers: 8)
Journal of Nonparametric Statistics     Hybrid Journal   (Followers: 6)
Journal of Probability and Statistics     Open Access   (Followers: 10)
Journal of Risk and Uncertainty     Hybrid Journal   (Followers: 32)
Journal of Statistical and Econometric Methods     Open Access   (Followers: 5)
Journal of Statistical Physics     Hybrid Journal   (Followers: 13)
Journal of Statistical Planning and Inference     Hybrid Journal   (Followers: 8)
Journal of Statistical Software     Open Access   (Followers: 20, SJR: 13.802, CiteScore: 16)
Journal of the American Statistical Association     Full-text available via subscription   (Followers: 72, SJR: 3.746, CiteScore: 2)
Journal of the Korean Statistical Society     Hybrid Journal   (Followers: 1)
Journal of the Royal Statistical Society Series C (Applied Statistics)     Hybrid Journal   (Followers: 31)
Journal of the Royal Statistical Society, Series A (Statistics in Society)     Hybrid Journal   (Followers: 26)
Journal of the Royal Statistical Society, Series B (Statistical Methodology)     Hybrid Journal   (Followers: 43)
Journal of Theoretical Probability     Hybrid Journal   (Followers: 3)
Journal of Time Series Analysis     Hybrid Journal   (Followers: 16)
Journal of Urbanism: International Research on Placemaking and Urban Sustainability     Hybrid Journal   (Followers: 30)
Law, Probability and Risk     Hybrid Journal   (Followers: 8)
Lifetime Data Analysis     Hybrid Journal   (Followers: 7)
Mathematical Methods of Statistics     Hybrid Journal   (Followers: 4)
Measurement Interdisciplinary Research and Perspectives     Hybrid Journal   (Followers: 1)
Metrika     Hybrid Journal   (Followers: 4)
Modelling of Mechanical Systems     Full-text available via subscription   (Followers: 1)
Monte Carlo Methods and Applications     Hybrid Journal   (Followers: 6)
Monthly Statistics of International Trade - Statistiques mensuelles du commerce international     Full-text available via subscription   (Followers: 2)
Multivariate Behavioral Research     Hybrid Journal   (Followers: 5)
Optimization Letters     Hybrid Journal   (Followers: 2)
Optimization Methods and Software     Hybrid Journal   (Followers: 8)
Oxford Bulletin of Economics and Statistics     Hybrid Journal   (Followers: 34)
Pharmaceutical Statistics     Hybrid Journal   (Followers: 17)
Probability Surveys     Open Access   (Followers: 4)
Queueing Systems     Hybrid Journal   (Followers: 7)
Research Synthesis Methods     Hybrid Journal   (Followers: 7)
Review of Economics and Statistics     Hybrid Journal   (Followers: 124)
Review of Socionetwork Strategies     Hybrid Journal  
Risk Management     Hybrid Journal   (Followers: 15)
Sankhya A     Hybrid Journal   (Followers: 2)
Scandinavian Journal of Statistics     Hybrid Journal   (Followers: 9)
Sequential Analysis: Design Methods and Applications     Hybrid Journal  
Significance     Hybrid Journal   (Followers: 7)
Sociological Methods & Research     Hybrid Journal   (Followers: 37)
SourceOCDE Comptes nationaux et Statistiques retrospectives     Full-text available via subscription  
SourceOCDE Statistiques : Sources et methodes     Full-text available via subscription  
SourceOECD Bank Profitability Statistics - SourceOCDE Rentabilite des banques     Full-text available via subscription   (Followers: 1)
SourceOECD Insurance Statistics - SourceOCDE Statistiques d'assurance     Full-text available via subscription   (Followers: 2)
SourceOECD Main Economic Indicators - SourceOCDE Principaux indicateurs economiques     Full-text available via subscription   (Followers: 1)
SourceOECD Measuring Globalisation Statistics - SourceOCDE Mesurer la mondialisation - Base de donnees statistiques     Full-text available via subscription  
SourceOECD Monthly Statistics of International Trade     Full-text available via subscription   (Followers: 1)
SourceOECD National Accounts & Historical Statistics     Full-text available via subscription  
SourceOECD OECD Economic Outlook Database - SourceOCDE Statistiques des Perspectives economiques de l'OCDE     Full-text available via subscription   (Followers: 2)
SourceOECD Science and Technology Statistics - SourceOCDE Base de donnees des sciences et de la technologie     Full-text available via subscription  
SourceOECD Statistics Sources & Methods     Full-text available via subscription   (Followers: 1)
SourceOECD Taxing Wages Statistics - SourceOCDE Statistiques des impots sur les salaires     Full-text available via subscription  
Stata Journal     Full-text available via subscription   (Followers: 9)
Statistica Neerlandica     Hybrid Journal   (Followers: 1)
Statistical Applications in Genetics and Molecular Biology     Hybrid Journal   (Followers: 5)
Statistical Communications in Infectious Diseases     Hybrid Journal  
Statistical Inference for Stochastic Processes     Hybrid Journal   (Followers: 3)
Statistical Methodology     Hybrid Journal   (Followers: 7)
Statistical Methods and Applications     Hybrid Journal   (Followers: 6)
Statistical Methods in Medical Research     Hybrid Journal   (Followers: 27)
Statistical Modelling     Hybrid Journal   (Followers: 19)
Statistical Papers     Hybrid Journal   (Followers: 4)
Statistical Science     Full-text available via subscription   (Followers: 13)
Statistics & Probability Letters     Hybrid Journal   (Followers: 13)
Statistics & Risk Modeling     Hybrid Journal   (Followers: 2)
Statistics and Computing     Hybrid Journal   (Followers: 13)
Statistics and Economics     Open Access   (Followers: 1)
Statistics in Medicine     Hybrid Journal   (Followers: 193)
Statistics, Politics and Policy     Hybrid Journal   (Followers: 6)
Statistics: A Journal of Theoretical and Applied Statistics     Hybrid Journal   (Followers: 14)
Stochastic Models     Hybrid Journal   (Followers: 3)
Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports     Hybrid Journal   (Followers: 2)
Structural and Multidisciplinary Optimization     Hybrid Journal   (Followers: 12)
Teaching Statistics     Hybrid Journal   (Followers: 7)
Technology Innovations in Statistics Education (TISE)     Open Access   (Followers: 2)
TEST     Hybrid Journal   (Followers: 3)
The American Statistician     Full-text available via subscription   (Followers: 24)
The Annals of Applied Probability     Full-text available via subscription   (Followers: 8)
The Annals of Probability     Full-text available via subscription   (Followers: 10)
The Annals of Statistics     Full-text available via subscription   (Followers: 34)
The Canadian Journal of Statistics / La Revue Canadienne de Statistique     Hybrid Journal   (Followers: 11)
Wiley Interdisciplinary Reviews - Computational Statistics     Hybrid Journal   (Followers: 1)

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Similar Journals
Journal Cover
Queueing Systems
Journal Prestige (SJR): 0.809
Citation Impact (citeScore): 1
Number of Followers: 7  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1572-9443 - ISSN (Online) 0257-0130
Published by Springer-Verlag Homepage  [2626 journals]
  • Workload distributions in ASIP queueing networks
    • Abstract: Abstract The workload of a generalized n-site asymmetric simple inclusion process (ASIP) is investigated. Three models are analyzed. The first model is a serial network for which the steady-state Laplace–Stieltjes transform (LST) of the total workload in the first k sites ( \(k\le n\) ) just after gate openings and at arbitrary epochs is derived. In a special case, the former (just after gate openings) turns out to be an LST of the sum of k independent random variables. The second model is a 2-site ASIP with leakage from the first queue. Gate openings occur at exponentially distributed intervals, and the external input processes to the stations are two independent subordinator Lévy processes. The steady-state joint workload distribution right after gate openings, right before gate openings and at arbitrary epochs is derived. The third model is a shot-noise counterpart of the second model where the workload at the first queue behaves like a shot-noise process. The steady-state total amount of work just before a gate opening turns out to be a sum of two independent random variables.
      PubDate: 2021-01-02
       
  • Editorial introduction to the special issue on ‘Strategic queueing:
           game-theoretic models in queueing theory’—part 1
    • PubDate: 2020-12-18
       
  • Deterministic state-based information disclosure policies and social
           welfare maximization in strategic queueing systems
    • Abstract: Abstract Understanding the impact of the queue length information on the behavior of customers is nowadays a hot topic for strategic queueing problems. Particularly, it is important to understand how this information impacts the equilibrium behavior and therefore global performance metrics in order to give some recommendations to service providers for optimizing their objective. Recent works are focused on information policies in order to optimize the provider’s profit. In this work, the aim is to maximize the expected social welfare. It is intuitive that the expected social welfare is higher when more information is available to new customers. In some circumstances, and particularly when the queue is overloaded, providing the information up to a particular level of occupancy yields a better expected social welfare compared to always providing queue length information to new customers. This counterintuitive result comes mainly from the strategic behavior of customers at equilibrium when queue length information is not available. After proving that there exists such an optimal information disclosure policy (IDP) for arbitrary arrival and service rates, we go further and study the expected social welfare for the overloaded context in which the arrival rate equals the service rate. Finally, numerical illustrations corroborate our contributions, and moreover, they show that an admission control policy can be also proposed, combined with an IDP, in order to optimize the expected social welfare of the system.
      PubDate: 2020-12-07
       
  • Equilibrium points and equilibrium sets of some $$\textit{GI}/M/1$$ GI / M
           / 1 queues
    • Abstract: Abstract Queues can be seen as a service facility where quality of service (QoS) is an important measure for the performance of the system. In many cases, the queue implements the optimal admission control (either discounted or average) policy in the presence of holding/congestion cost and revenue collected from admitted customers. In this paper, users offer an arrival rate at stationarity that depends on the QoS they experience. We study the interaction between arriving customers and such a queue under two different QoS measures—the asymptotic rate of the customers lost and the fraction of customers lost in the long run. In particular, we investigate the behaviour of equilibrium points and equilibrium sets associated with this interaction and their interpretations in terms of business cycles. We provide sufficient conditions for existence of equilibrium sets for M/M/1 queue. These conditions further help us to identify the relationship among system parameters for which equilibrium sets exist. Next, we consider \(\textit{GI}/M/1\) queues and provide a sufficient condition for existence of multiple optimal revenue policies. We then specialize these results to study the equilibrium sets of (i) a D/M/1 queue and (ii) a queue where the arrival rate is locally continuous. The equilibrium behaviour in the latter case is more interesting as there may be multiple equilibrium points or sets. Motivated by such queues, we introduce a weaker version of monotonicity and investigate the existence of generalized equilibrium sets.
      PubDate: 2020-12-05
       
  • Directed FCFS infinite bipartite matching
    • Abstract: Abstract We consider an infinite sequence consisting of agents of several types and goods of several types, with a bipartite compatibility graph between agent and good types. Goods are matched with agents that appear earlier in the sequence using FCFS matching, if such are available, and are lost otherwise. This model may be used for two-sided queueing applications such as ride sharing, Web purchases, organ transplants, and for parallel redundant service queues. For this model, we calculate matching rates and delays. These can be used to obtain waiting times and help with design questions for related service systems. We explore some relations of this model to other FCFS stochastic matching models.
      PubDate: 2020-12-01
       
  • Strategic behavior and optimization in a hybrid M/M/1 queue with retrials
    • Abstract: Abstract In standard queues, when there are waiting customers, service completions are followed by service commencements. In retrial queues, this is not the case. In such systems, customers try to receive service at a time of their choosing, or the server seeks the next customer for a non-negligible time. In this note, we consider a hybrid model with both a finite standard queue and an orbit. While in the orbit, customers try to join the standard queue in their own time. We assume that the retrial rate is a decision variable, and study both the Nash equilibrium and the socially optimal retrial rates, under a cost model that considers both waiting costs and retrial costs.
      PubDate: 2020-11-16
       
  • Extremal GI / GI /1 queues given two moments: exploiting Tchebycheff
           systems
    • Abstract: Abstract This paper studies tight upper bounds for the mean and higher moments of the steady-state waiting time in the GI/GI/1 queue given the first two moments of the interarrival-time and service-time distributions. We apply the theory of Tchebycheff systems to obtain sufficient conditions for classical two-point distributions to yield the extreme values. These distributions are determined by having one mass at 0 or at the upper limit of support.
      PubDate: 2020-11-09
       
  • Asymptotic properties of the occupation measure in a multidimensional
           skip-free Markov-modulated random walk
    • Abstract: Abstract We consider a discrete-time d-dimensional process \(\{{\varvec{X}}_n\}=\{(X_{1,n},X_{2,n},\ldots ,X_{d,n})\}\) on \({\mathbb {Z}}^d\) with a background process \(\{J_n\}\) on a countable set \(S_0\) , where individual processes \(\{X_{i,n}\},i\in \{1,2,\ldots ,d\},\) are skip free. We assume that the joint process \(\{{\varvec{Y}}_n\}=\{({\varvec{X}}_n,J_n)\}\) is Markovian and that the transition probabilities of the d-dimensional process \(\{{\varvec{X}}_n\}\) vary according to the state of the background process \(\{J_n\}\) . This modulation is assumed to be space homogeneous. We refer to this process as a d-dimensional skip-free Markov-modulated random walk. For \({\varvec{y}}, {\varvec{y}}'\in {\mathbb {Z}}_+^d\times S_0\) , consider the process \(\{{\varvec{Y}}_n\}_{n\ge 0}\) starting from the state \({\varvec{y}}\) and let \({\tilde{q}}_{{\varvec{y}},{\varvec{y}}'}\) be the expected number of visits to the state \({\varvec{y}}'\) before the process leaves the nonnegative area \({\mathbb {Z}}_+^d\times S_0\) for the first time. For \({\varvec{y}}=({\varvec{x}},j)\in {\mathbb {Z}}_+^d\times S_0\) , the measure \(({\tilde{q}}_{{\varvec{y}},{\varvec{y}}'}; {\varvec{y}}'=({\varvec{x}}',j')\in {\mathbb {Z}}_+^d\times S_0)\) is called an occupation measure. Our primary aim is to obtain the asymptotic decay rate of the occupation measure as \({\varvec{x}}'\) goes to infinity in a given direction. We also obtain the convergence domain of the matrix moment generating function of the occupation measure.
      PubDate: 2020-11-03
       
  • Equilibrium in a finite capacity M / M /1 queue with unknown service rates
           consisting of strategic and non-strategic customers
    • Abstract: Abstract We consider an \(M/M/1/{\overline{N}}\) observable non-customer-intensive service queueing system with unknown service rates consisting of strategic impatient customers who make balking decisions and non-strategic patient customers who do not make any decision. In the queueing game amongst the impatient customers, we show that there exists at least one pure threshold strategy equilibrium in the presence of patient customers. As multiple pure threshold strategy equilibria exist in certain cases, we consider the minimal pure threshold strategy equilibrium in our sensitivity analysis. We find that the likelihood ratio of a fast server to a slow server in an empty queue is monotonically decreasing in the proportion of impatient customers and monotonically increasing in the waiting area capacity. Further, we find that the minimal pure threshold strategy equilibrium is non-increasing in the proportion of impatient customers and non-decreasing in the waiting area capacity. We also show that at least one pure threshold strategy equilibrium exists when the waiting area capacity is infinite.
      PubDate: 2020-10-14
       
  • Product forms for FCFS queueing models with arbitrary server-job
           compatibilities: an overview
    • Abstract: Abstract In recent years, a number of models involving different compatibilities between jobs and servers in queueing systems, or between agents and resources in matching systems, have been studied, and, under Markov assumptions and appropriate stability conditions, the stationary distributions have been shown to have product forms. We survey these results and show how, under an appropriate detailed description of the state, many existing product-form results are corollaries of similar results for the Order Independent queue. We also discuss how to use the product-form results to determine distributions for steady-state response times.
      PubDate: 2020-10-14
       
  • Modern trends in applied probability: part 1
    • PubDate: 2020-10-09
       
  • A survey on skill-based routing with applications to service operations
           management
    • Abstract: Abstract Service systems often feature multiple classes of customers with different service needs and multiple pools of servers with different skillsets. How to efficiently match customers of different classes with servers of different skillsets is of great importance to the management of these systems. In this survey, we review works on skill-based routing in queues. We first summarize key insights on routing/scheduling policies developed in the literature. We then discuss complications brought by modern service operations management problems, particularly healthcare systems. These complications stimulate a growing body of literature on new modeling and analysis tools. Lastly, we provide additional numerical experiments to highlight the complex nature of a routing problem motivated from hospital patient-flow management, and provide some useful intuition to develop good skill-based routing policies in practice. Our goal is to provide a brief overview of the skill-based routing research landscape and to help generate interesting research ideas.
      PubDate: 2020-10-04
       
  • Tail asymptotics for the $$M_1,M_2/G_1,G_2/1$$ M 1 , M 2 / G 1 , G 2 / 1
           retrial queue with non-preemptive priority
    • Abstract: Abstract Stochastic networks with complex structures are key modelling tools for many important applications. In this paper, we consider a specific type of network: retrial queueing systems with priority. This type of queueing system is important in various applications, including telecommunication and computer management networks with big data. The system considered here receives two types of customers, of which Type-1 customers (in a queue) have non-pre-emptive priority to receive service over Type-2 customers (in an orbit). For this type of system, we propose an exhaustive version of the stochastic decomposition approach, which is one of the main contributions made in this paper, for the purpose of studying asymptotic behaviour of the tail probability of the number of customers in the steady state for this retrial queue with two types of customers. Under the assumption that the service times of Type-1 customers have a regularly varying tail and the service times of Type-2 customers have a tail lighter than Type-1 customers, we obtain tail asymptotic properties for the numbers of customers in the queue and in the orbit, respectively, conditioning on the server’s status, in terms of the exhaustive stochastic decomposition results. These tail asymptotic results are new, which is another main contribution made in this paper. Tail asymptotic properties are very important, not only on their own merits but also often as key tools for approximating performance metrics and constructing numerical algorithms.
      PubDate: 2020-09-29
       
  • Knowledge, congestion, and economics: Parameter uncertainty in
           Naor’s model
    • Abstract: Abstract This paper studies an extension of Naor’s model in which there is parameter uncertainty. In particular, the arrival rate is known, to customers and system managers, only through its distribution. For the observable case, the relationship between the optimal individual threshold and the thresholds for a social optimizer or revenue maximizer does not change from the classical model with a known arrival rate. However, in the unobservable case, it is shown that the decisions of the social optimizer and revenue maximizer no longer coincide. Furthermore, in the unobservable case with arrival rate uncertainty, the social optimizer induces a lower expected arrival rate than the revenue maximizer. This stands in contrast to the observable case, in which the social optimizer prefers a more congested system.
      PubDate: 2020-09-24
       
  • Strategic behaviour in a tandem queue with alternating server
    • Abstract: Abstract This paper considers an unobservable two-site tandem queueing system attended by an alternating server. We study the strategic customer behaviour under two threshold-based operating policies, applied by a profit-maximizing server, while customers’ strategic behaviour and server’s switching costs are taken into account. Under the Exact-N policy, in each cycle the server first completes service of N customers in the first stage ( \(Q_1\) ), then switches to the second stage ( \(Q_2\) ) and then serves those N customers before switching back to \(Q_1\) to start a new cycle. This policy leads to a mixture of Follow-the-Crowd and Avoid-the-Crowd customer behaviour. In contrast, under the N-Limited policy, the server switches from \(Q_1\) to \(Q_2\) also when the first queue is emptied, making this regime work-conserving and leading only to Avoid-the-Crowd behaviour. Performance measures are obtained using matrix geometric methods for both policies and any threshold N, while for sequential service ( \(N=1\) ) explicit expressions are derived. It is shown that the system’s stability condition is independent of N, and of the switching policy. Optimal performances in equilibrium, under each of these switching policies, are analysed and compared through a numerical study.
      PubDate: 2020-09-09
       
  • Fluid and diffusion models for a system of taxis and customers with
           delayed matching
    • Abstract: Abstract We study a system of taxis and customers with Poisson arrivals and exponential patience times. We model a delayed matching process between taxis and customers using a matching rate \(\theta \) as follows: if there are i taxis and j customers in the system, the next pairing will occur after an exponential amount of time with rate \(\theta i^{\delta _1}j^{\delta _2}\) ( \(\delta _1, \delta _2 \in (0,+\infty \) )). We formulate the system as a CTMC and study the fluid and diffusion approximations for this system, which involve the solutions to a system of differential equations. We consider two approximation methods: Kurtz’s method (KA) derived from Kurtz’s results (Kurtz in J Appl Probab 7(1):49–58, 1970; Kurtz in J Appl Probab 8(2):344–356, 1971) and Gaussian approximation (GA) that works for the case \(\delta _1 = \delta _2 = 1\) (we call this the bilinear case) based on the infinitesimal analysis of the CTMC. We compare their performance numerically with simulations and conclude that GA performs better than KA in the bilinear case. We next formulate an optimal control problem to maximize the total net revenue over a fixed time horizon T by controlling the arrival rate of taxis. We solve the optimal control problem numerically and compare its performance to the real system. We also use Markov decision processes to compute the optimal policy that maximizes the long-run revenue rate. We finally propose a heuristic control policy (HPKA) and show that its expected regret is a bounded function of T. We also propose a version of this policy (HPMDP) that can actually be implemented in the real queueing system and study its performance numerically.
      PubDate: 2020-08-10
       
  • Speed of convergence to the quasi-stationary distribution for Lévy
           input fluid queues
    • Abstract: Abstract In this note, we prove that the speed of convergence of the workload of a Lévy-driven queue to the quasi-stationary distribution is of order 1/t. We identify also the Laplace transform of the measure giving this speed and provide some examples.
      PubDate: 2020-08-10
       
  • Analysis of a discrete-time two-class randomly alternating service model
           with Bernoulli arrivals
    • Abstract: Abstract We analyze a discrete-time two-class queueing system with a single server which is alternately available for only one customer class. The server is each time allocated to a customer class for a geometrically distributed amount of time. Service times of the customers are deterministically equal to 1 time slot each. During each time slot, both classes can have at most one arrival. The bivariate process of the number of customers of both classes can be considered as a two-dimensional nearest-neighbor random walk. The generating function of this random walk has to be obtained from a functional equation. This type of functional equation is known to be difficult to solve. In this paper, we obtain closed-form expressions for the joint probability distribution for the number of customers of both classes, in steady state.
      PubDate: 2020-08-01
       
  • Limiting the oscillations in queues with delayed information through a
           novel type of delay announcement
    • Abstract: Abstract Many service systems use technology to notify customers about their expected waiting times or queue lengths via delay announcements. However, in many cases, either the information might be delayed or customers might require time to travel to the queue of their choice, thus causing a lag in information. In this paper, we construct a neutral delay differential equation model for the queue length process and explore the use of velocity information in our delay announcement. Our results illustrate that using velocity information can have either a beneficial or detrimental impact on the system. Thus, it is important to understand how much velocity information a manager should use. In some parameter settings, we show that velocity information can eliminate oscillations created by delays in information. We derive a fixed point equation for determining the optimal amount of velocity information that should be used and find closed-form upper and lower bounds on its value. When the oscillations cannot be eliminated altogether, we identify the amount of velocity information that minimizes the amplitude of the oscillations. However, we also find that using too much velocity information can create oscillations in the queue lengths that would otherwise be stable.
      PubDate: 2020-06-16
       
  • Batch service systems with heterogeneous servers
    • Abstract: Abstract Bulk-service multi-server queues with heterogeneous server capacity and thresholds are commonly seen in several situations such as passenger transport or package delivery services. In this paper, we develop a novel decomposition-based solution approach for such queues using arguments from renewal theory. We then obtain the distribution of the waiting time measure for multi-type server systems. We also obtain other useful performance measures such as utilization, expected throughput time, and expected queue lengths.
      PubDate: 2020-06-11
       
 
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