Performance analysis of time-dependent queueing systems: survey and classification

Many queueing systems are subject to time-dependent changes in system parameters, such as the arrival rate or number of servers. Examples include time-dependent call volumes and agents at inbound call centers, time-varying air traffic at airports, time-dependent truck arrival rates at seaports, and cyclic message volumes in computer systems.There are several approaches for the performance analysis of queueing systems with deterministic parameter changes over time. In this survey, we develop a classification scheme that groups these approaches according to their underlying key ideas into (i) numerical and analytical solutions,(ii)approaches based on models with piecewise constant parameters, and (iii) approaches based on mod-ified system characteristics. Additionally, we identify links between the different approaches and provide a survey of applications that are categorized into service, road and air traffic, and IT systems

System-theoretical algorithmic solution to waiting times in semi-Markov queues

Cataloged from PDF version of article.Markov renewal processes with matrix-exponential semi-Markov kernels provide a generic tool for modeling auto-correlated interarrival and service times in queueing systems. In this paper, we study the steady-state actual waiting time distribution in an infinite capacity single-server semi-Markov queue with the auto-correlation in interarrival and service times modeled by Markov renewal processes with matrix-exponential kernels. Our approach is based on the equivalence between the waiting time distribution of this semi-Markov queue and the output of a linear feedback interconnection system. The unknown parameters of the latter system need to be determined through the solution of a SDC (Spectral-Divide-and-Conquer) problem for which we propose to use the ordered Schur decomposition. This approach leads us to a completely matrix-analytical algorithm to calculate the steady-state waiting time which has a matrix-exponential distribution. Besides its unifying structure, the proposed algorithm is easy to implement and is computationally efficient and stable. We validate the effectiveness and the generality of the proposed approach through numerical examples. © 2009 Elsevier B.V. All rights reserve

Unreliable Retrial Queues in a Random Environment

This dissertation investigates stability conditions and approximate steady-state performance measures for unreliable, single-server retrial queues operating in a randomly evolving environment. In such systems, arriving customers that find the server busy or failed join a retrial queue from which they attempt to regain access to the server at random intervals. Such models are useful for the performance evaluation of communications and computer networks which are characterized by time-varying arrival, service and failure rates. To model this time-varying behavior, we study systems whose parameters are modulated by a finite Markov process. Two distinct cases are analyzed. The first considers systems with Markov-modulated arrival, service, retrial, failure and repair rates assuming all interevent and service times are exponentially distributed. The joint process of the orbit size, environment state, and server status is shown to be a tri-layered, level-dependent quasi-birth-and-death (LDQBD) process, and we provide a necessary and sufficient condition for the positive recurrence of LDQBDs using classical techniques. Moreover, we apply efficient numerical algorithms, designed to exploit the matrix-geometric structure of the model, to compute the approximate steady-state orbit size distribution and mean congestion and delay measures. The second case assumes that customers bring generally distributed service requirements while all other processes are identical to the first case. We show that the joint process of orbit size, environment state and server status is a level-dependent, M/G/1-type stochastic process. By employing regenerative theory, and exploiting the M/G/1-type structure, we derive a necessary and sufficient condition for stability of the system. Finally, for the exponential model, we illustrate how the main results may be used to simultaneously select mean time customers spend in orbit, subject to bound and stability constraints

EUROPEAN CONFERENCE ON QUEUEING THEORY 2016

International audienceThis booklet contains the proceedings of the second European Conference in Queueing Theory (ECQT) that was held from the 18th to the 20th of July 2016 at the engineering school ENSEEIHT, Toulouse, France. ECQT is a biannual event where scientists and technicians in queueing theory and related areas get together to promote research, encourage interaction and exchange ideas. The spirit of the conference is to be a queueing event organized from within Europe, but open to participants from all over the world. The technical program of the 2016 edition consisted of 112 presentations organized in 29 sessions covering all trends in queueing theory, including the development of the theory, methodology advances, computational aspects and applications. Another exciting feature of ECQT2016 was the institution of the Takács Award for outstanding PhD thesis on "Queueing Theory and its Applications"

Multi-threshold Control of the BMAP/SM/1/K Queue with Group Services

We consider a finite capacity queue in which arrivals occur according to a batch Markovian arrival process (BMAP). The customers are served in groups of varying sizes. The services are governed by a controlled semi-Markovian process according to a multithreshold strategy. We perform the steady-state analysis of this model by computing (a) the queue length distributions at departure and arbitrary epochs, (b) the Laplace-Stieltjes transform of the sojourn time distribution of an admitted customer, and (c) some selected system performance measures. An optimization problem of interest is presented and some numerical examples are illustrated

Performance analysis of buffers with train arrivals and correlated output interruptions

In this paper, we study a discrete-time buffer system with a timecorrelated packet arrival process and one unreliable output line. In particular, packets arrive to the buffer in the form of variable-length packet trains at a fixed rate of exactly one packet per slot. The packet trains are assumed to have a geometric length, such that each packet has a fixed probability of being the last of its corresponding train. The output line is governed by a Markovian process, such that the probability that the line is available during a slot depends on the state of the underlying J-state Markov process during that slot. First, we provide a general analysis of the state of the buffer system based on a matrix generating functions approach. This also leads to an expression for the mean buffer content. Additionally, we take a closer look at the distributions of the packet delay and the train delay. In order to make matters more concrete, we next present a detailed and explicit analysis of the buffer system in case the output line is governed by a 2-state Markov process. Some numerical examples help to visualise the influence of the various model parameters

Analysis of a discrete-time single-server queue with an occasional extra server

We consider a discrete-time queueing system having two distinct servers: one server, the "regular" server, is permanently available, while the second server, referred to as the "extra" server, is only allocated to the system intermittently. Apart from their availability, the two servers are identical, in the sense that the customers have deterministic service times equal to 1 fixed-length time slot each, regardless of the server that processes them. In this paper, we assume that the extra server is available during random "up-periods", whereas it is unavailable during random "down-periods". Up-periods and down-periods occur alternately on the time axis. The up-periods have geometrically distributed lengths (expressed in time slots), whereas the distribution of the lengths of the down-periods is general, at least in the first instance. Customers enter the system according to a general independent arrival process, i.e., the numbers of arrivals during consecutive time slots are i.i.d. random variables with arbitrary distribution. For this queueing model, we are able to derive closed-form expressions for the steady-state probability generating functions (pgfs) and the expected values of the numbers of customers in the system at various observation epochs, such as the start of an up-period, the start of a down-period and the beginning of an arbitrary time slot. At first sight, these formulas, however, appear to contain an infinite number of unknown constants. One major issue of the mathematical analysis turns out to be the determination of these constants. In the paper, we show that restricting the pgf of the down-periods to be a rational function of its argument, brings about the crucial simplification that the original infinite number of unknown constants appearing in the formulas can be expressed in terms of a finite number of independent unknowns. The latter can then be adequately determined based on the bounded nature of pgfs inside the complex unit disk, and an extensive use of properties of polynomials. Various special cases, both from the perspective of the arrival distribution and the down-period distribution, are discussed. The results are also illustrated by means of relevant numerical examples. Possible applications of this type of queueing model are numerous: the extra server could be the regular server of another similar queue, helping whenever an idle period occurs in its own queue; a geometric distribution for these idle times is then a very natural modeling assumption. A typical example would be the situation at the check-in counter at a gate in an airport: the regular server serves customers with a low-fare ticket, while the extra server gives priority to the business-class and first-class customers, but helps checking regular customers, whenever the priority line is empty. (C) 2017 Elsevier B.V. All rights reserved

Coupled queues with customer impatience

Motivated by assembly processes, we consider a Markovian queueing system with multiple coupled queues and customer impatience. Coupling means that departures from all constituent queues are synchronised and that service is interrupted whenever any of the queues is empty and only resumes when all queues are non-empty again. Even under Markovian assumptions, the state space grows exponentially with the number of queues involved. To cope with this inherent state space explosion problem, we investigate performance by means of two numerical approximation techniques based on series expansions, as well as by deriving the fluid limit. In addition, we provide closed-form expressions for the first terms in the series expansion of the mean queue content for the symmetric coupled queueing system. By an extensive set of numerical experiments, we show that the approximation methods complement each other, each one being accurate in a particular subset of the parameter space. (C) 2017 Elsevier B.V. All rights reserved