Robust design of server capability in M/M/1 queues with both partly random arrival and service rates

Authors:
So Young Sohn
Affiliations:
Department of Computer Science and Industrial Systems Engineering, Yonsei University, 134 Shinchon-dong, Sudaemon-ku, Seoul, South Korea
Venue:
Computers and Operations Research
Year:
2002

Citing 5
Cited 2

A subjective Bayesian approach to the theory of queues I—Modeling

Queueing Systems: Theory and Applications
Statistical analysis of queueing systems

Queueing Systems: Theory and Applications
Large sample inference from single server queues

Queueing Systems: Theory and Applications
Empirical Bayes estimation for queueing systems and networks

Queueing Systems: Theory and Applications
SAS/ETS User's Guide, Version 6

SAS/ETS User's Guide, Version 6

Simulation study for the optimal repair capacity of an IT maintenance center based on LRD failure distribution

Computers and Operations Research
Random effects logistic regression model for anomaly detection

Expert Systems with Applications: An International Journal

Quantified Score

Hi-index	0.01

Visualization

Abstract

In this paper we consider a robust design of controllable factors related to the server capability in M/M/1 queues where both arrival and service rates are assumed to be partly random. The performance of an individual queue is measured in terms of the random traffic intensity parameter defined as the ratio of the arrival rate to the service rate where both rates are functions of associated characteristics of an individual queue and a random error. We utilize the empirical Bayes estimator of the traffic intensity parameter and employ a Monte-Carlo simulation to find the optimal levels of server characteristics with respect to mean squared error. An example is given to illustrate how the proposed procedures can be applied to the robust design of a transmission line.