Diffusion approximation for an overloaded X model via a stochastic averaging principle

  • Authors:
  • Ohad Perry;Ward Whitt

  • Affiliations:
  • Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, USA 60208;Department of Industrial Engineering and Operations Research, Columbia University, New York, USA 10027-6699

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 2014

Quantified Score

Hi-index 0.00

Visualization

Abstract

In previous papers we developed a deterministic fluid approximation for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the fixed-queue-ratio-with-thresholds (FQR-T) control, which we proposed as a way for one service system to help another in face of an unexpected overload. Under FQR-T, customers are served by their own service pool until a threshold is exceeded. Then, one-way sharing is activated with customers from one class allowed to be served in both pools. The control aims to keep the two queues at a pre-specified fixed ratio. We supported the fluid approximation by establishing a functional weak law of large numbers involving a stochastic averaging principle. In this paper we develop a refined diffusion approximation for the same model based on a many-server heavy-traffic functional central limit theorem.