29 research outputs found
Approximate expected delay costs for call and contact centre models under light traffic regimes
This paper studies the form of certain expected delay costs as a function of the arrival rate for customers who pass through a service facility that allows for reneging and retrials. We show that, under certain light traffic conditions, these costs are continuously increasing and convex functions of the arrival rate (within a finite interval). This result is first explored for the processor sharing system, in which a penalty cost is incurred for reneging from the service facility for good without ever receiving service, and then we consider a system with a more general structure governing the output processes and costs incurred per unit time, but without the penalty cost. A suggested application for these results, in which game theoretic considerations are utilized for gauging customer behaviour within a decentralized context, is briefly discussed
Hospitalization admission control of emergency patients using markovian decision processes and discrete event simulation
International audienceThis paper addresses the hospitalization admission control policies of patients from an emergency department that should be admitted shortly or transferred. When an emergency patient arrives, depending on his/her health condition, a physician may decide to hospitalize him/her in a specific department. Patient admission depends on the availability of beds, the length of stay (LOS) and the reward of hospitalization which are both patient-class specific. The problem consists in determining patient admission policies in order to maximize the overall gain. We first propose a Markov Decision Process (MDP) Model for determination of the optimal patient admission policy under some restrictive and necessary assumptions such as exponentially distributed LOS. A simulation model is then built to assess MDP admission policies under realistic conditions. We show that MDP policies significantly improve the overall gain for different types of facilities
Dynamic Service Rate Control for a Single Server Queue with Markov Modulated Arrivals
We consider the problem of service rate control of a single server queueing
system with a finite-state Markov-modulated Poisson arrival process. We show
that the optimal service rate is non-decreasing in the number of customers in
the system; higher congestion rates warrant higher service rates. On the
contrary, however, we show that the optimal service rate is not necessarily
monotone in the current arrival rate. If the modulating process satisfies a
stochastic monotonicity property the monotonicity is recovered. We examine
several heuristics and show where heuristics are reasonable substitutes for the
optimal control. None of the heuristics perform well in all the regimes.
Secondly, we discuss when the Markov-modulated Poisson process with service
rate control can act as a heuristic itself to approximate the control of a
system with a periodic non-homogeneous Poisson arrival process. Not only is the
current model of interest in the control of Internet or mobile networks with
bursty traffic, but it is also useful in providing a tractable alternative for
the control of service centers with non-stationary arrival rates.Comment: 32 Pages, 7 Figure
Scheduling Storms and Streams in the Cloud
Motivated by emerging big streaming data processing paradigms (e.g., Twitter
Storm, Streaming MapReduce), we investigate the problem of scheduling graphs
over a large cluster of servers. Each graph is a job, where nodes represent
compute tasks and edges indicate data-flows between these compute tasks. Jobs
(graphs) arrive randomly over time, and upon completion, leave the system. When
a job arrives, the scheduler needs to partition the graph and distribute it
over the servers to satisfy load balancing and cost considerations.
Specifically, neighboring compute tasks in the graph that are mapped to
different servers incur load on the network; thus a mapping of the jobs among
the servers incurs a cost that is proportional to the number of "broken edges".
We propose a low complexity randomized scheduling algorithm that, without
service preemptions, stabilizes the system with graph arrivals/departures; more
importantly, it allows a smooth trade-off between minimizing average
partitioning cost and average queue lengths. Interestingly, to avoid service
preemptions, our approach does not rely on a Gibbs sampler; instead, we show
that the corresponding limiting invariant measure has an interpretation
stemming from a loss system.Comment: 14 page
Stochastic order results and equilibrium joining rules for the Bernoulli Feedback Queue
We consider customer joining behaviour for a system that consists of a FCFS queue with Bernoulli feedback. A consequence of the feedback characteristic is that the sojourn time of a customer already in the system depends on the joining decisions taken by future arrivals to the system. By establishing stochastic order results for coupled versions of the system, we establish the existence of homogeneous Nash equilibrium joining policies for both single and multiple customer types which are distinguished through distinct quality of service preference parameters. Further, it is shown that for a single customer type, the homogeneous policy is unique
On structural properties of the value function for an unbounded jump Markov process with an application to a processor sharing retrial queue
The derivation of structural properties for unbounded jump Markov processes cannot be done using standard mathematical tools, since the analysis is hindered due to the fact that the system is not uniformizable. We present a promising technique, a smoothed rate truncation method, to overcome the limitations of standard techniques and allow for the derivation of structural properties. We introduce this technique by application to a processor sharing queue with impatient customers that can retry if they renege. We are interested in structural properties of the value function of the system as a function of the arrival rate