Gaussian skewness approximation for dynamic rate multi-server queues with abandonment

  • Authors:
  • William A. Massey;Jamol Pender

  • Affiliations:
  • Department of Operations Research and Financial Engineering, Princeton University, Princeton, USA;Department of Operations Research and Financial Engineering, Princeton University, Princeton, USA

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 2013

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Abstract

The multi-server queue with non-homogeneous Poisson arrivals and customer abandonment is a fundamental dynamic rate queueing model for large scale service systems such as call centers and hospitals. Scaling the arrival rates and number of servers arises naturally when a manager updates a staffing schedule in response to a forecast of increased customer demand. Mathematically, this type of scaling ultimately gives us the fluid and diffusion limits as found in Mandelbaum et al., Queueing Syst 30:149---201 (1998) for Markovian service networks. The asymptotics used here reduce to the Halfin and Whitt, Oper Res 29:567---588 (1981) scaling for multi-server queues. The diffusion limit suggests a Gaussian approximation to the stochastic behavior of this queueing process. The mean and variance are easily computed from a two-dimensional dynamical system for the fluid and diffusion limiting processes. Recent work by Ko and Gautam, INFORMS J Comput, to appear (2012) found that a modified version of these differential equations yield better Gaussian estimates of the original queueing system distribution. In this paper, we introduce a new three-dimensional dynamical system that is based on estimating the mean, variance, and third cumulant moment. This improves on the previous approaches by fitting the distribution from a quadratic function of a Gaussian random variable.