The effective bandwidth problem revisited

The paper studies a single-server queueing system with autonomous service and $\ell$ priority classes. Arrival and departure processes are governed by marked point processes. There are $\ell$ buffers corresponding to priority classes, and upon arrival a unit of the $k$th priority class occupies a place in the $k$th buffer. Let $N^{(k)}$, $k=1,2,...,\ell$ denote the quota for the total $k$th buffer content. The values $N^{(k)}$ are assumed to be large, and queueing systems both with finite and infinite buffers are studied. In the case of a system with finite buffers, the values $N^{(k)}$ characterize buffer capacities. The paper discusses a circle of problems related to optimization of performance measures associated with overflowing the quota of buffer contents in particular buffers models. Our approach to this problem is new, and the presentation of our results is simple and clear for real applications.Comment: 29 pages, 11pt, Final version, that will be published as is in Stochastic Model

BRAVO for many-server QED systems with finite buffers

This paper demonstrates the occurrence of the feature called BRAVO (Balancing Reduces Asymptotic Variance of Output) for the departure process of a finite-buffer Markovian many-server system in the QED (Quality and Efficiency-Driven) heavy-traffic regime. The results are based on evaluating the limit of a formula for the asymptotic variance of death counts in finite birth--death processes

Modeling Stochastic Lead Times in Multi-Echelon Systems

In many multi-echelon inventory systems, the lead times are random variables. A common and reasonable assumption in most models is that replenishment orders do not cross, which implies that successive lead times are correlated. However, the process that generates such lead times is usually not well defined, which is especially a problem for simulation modeling. In this paper, we use results from queuing theory to define a set of simple lead time processes guaranteeing that (a) orders do not cross and (b) prespecified means and variances of all lead times in the multiechelon system are attained