Hazard Rate Scaling of the Abandonment Distribution for the GI/M/n + GI Queue in Heavy Traffic

  • Authors:
  • Josh Reed;Tolga Tezcan

  • Affiliations:
  • Stern School of Business, New York University, New York, New York 10012;Simon Graduate School of Business, University of Rochester, Rochester, New York 14627

  • Venue:
  • Operations Research
  • Year:
  • 2012

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Abstract

We obtain a heavy traffic limit for the GI/M/n + GI queue, which includes the entire patience time distribution. Our main approach is to scale the hazard rate function of the patience time distribution in such a way that our resulting diffusion approximation contains the entire hazard rate function. We then show through numerical studies that for various performance measures, our approximations tend to outperform those commonly used in practice. The robustness of our results is also demonstrated by applying them to solving constraint satisfaction problems arising in the context of telephone call centers.