Second-order bounds for the M/M/s queue with random arrival rate

Consider an M/M/ s queue with the additional feature that the arrival rate is a random variable of which only the mean, variance, and range are known. Using semi-infinite linear programming and duality theory for moment problems, we establish for this setting tight bounds for the expected waiting ti...

Full description

Saved in:
Bibliographic Details
Published in:Queueing systems 2025-03, Vol.109 (1), p.3
Main Authors: van Eekelen, Wouter J. E. C., Hanasusanto, Grani A., Hasenbein, John J., van Leeuwaarden, Johan S. H.
Format: Article
Language:English
Subjects:
Business and Management
Computer Communication Networks
Control
Expected utility
Linear programming
Operations management
Operations research
Operations Research/Decision Theory
Probability Theory and Stochastic Processes
Queuing theory
Random variables
Supply Chain Management
Systems Theory
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:Consider an M/M/ s queue with the additional feature that the arrival rate is a random variable of which only the mean, variance, and range are known. Using semi-infinite linear programming and duality theory for moment problems, we establish for this setting tight bounds for the expected waiting time. These bounds correspond to an arrival rate that takes only two values. The proofs crucially depend on the fact that the expected waiting time, as function of the arrival rate, has a convex derivative. We apply the novel tight bounds to a rational queueing model, where arriving individuals decide to join or balk based on expected utility and only have partial knowledge about the market size.
ISSN:0257-0130
1572-9443
DOI:10.1007/s11134-024-09931-0