Optimal Pricing Strategies and Customers’ Equilibrium Behavior in an Unobservable M/M/1 Queueing System with Negative Customers and Repair

This work investigates the optimal pricing strategies of a server and the equilibrium behavior of customers in an unobservable M/M/1 queueing system with negative customers and repair. In this work, we consider two pricing schemes. The first is termed the ex-post payment scheme, where the server charges a price that is proportional to the time spent by a customer in the system. The second scheme is the ex-ante payment scheme, where the server charges a flat rate for all services. Based on the reward-cost structure, the server (or system manager) should make optimal pricing decisions in order to maximize its expected profit per time unit in each payment scheme. This study also investigates equilibrium joining/balking behavior under the server’s optimal pricing strategies in the two pricing schemes. We show, given a customer’s equilibrium, that the two pricing schemes are perfectly identical from an economic point of view. Finally, we illustrate the effect of several system parameters on the optimal joining probabilities, the optimal price, and the equilibrium behavior via numerical examples

Modelling deadlock in queueing systems

Motivated by the needs of Aneurin Bevan University Health Board, this thesis ex- plores three themes: the phenomenon of deadlock in queueing systems, the develop- ment of discrete event simulation software, and applying modelling to the evaluation of the effects of a new healthcare intervention, Stay Well Plans, for older people in Gwent. When customers in a restricted queueing network become mutually blocked, and all possible movement ceases, that system becomes deadlocked. This thesis novelly investigates deadlock. A graph theoretical method of detecting deadlock in discrete event simulations is given, analytical models of deadlocking systems are built, and these are used to investigate the effect of system parameters on the expected time until reaching deadlock. Furthermore a deadlock resolution procedure is proposed. An open source discrete event simulation software, Ciw, is developed. This software is designed and developed using best practice principles. Furthermore it permits the use of best practice, such as reproducibility, in simulation modelling. Ciw is used for the modelling of a healthcare system, in order to evaluate the effect of Stay Well Plans. During the development of these models, a number of techniques are employed to overcome the difficulties of lack of data. Insightful results from these models are obtained, indicating a shift in demand from residential care services to community care services

Modelling activities in a Critical Care Unit

The Critical Care Unit (CCU) is the sector of the hospital where, as the name suggests, critically ill patients receive treatment. The main aim of this research is to identify and apply suitable Operational Research techniques to model patient flow in the CCU at the University Hospital of Wales, Cardiff. The Operational Research techniques employed in this thesis include queueing theory and simulation. These methods have been utilised previously in the field of healthcare with much success. The thesis begins by considering two aspects of queueing theory, namely batch service queueing theory and batch arrival queueing theory. The latter of these is utilised to model patient flow within the CCU. Although queueing theory may be used as a good approximation to activities in the Unit, it does not incorporate all aspects of real-life. Thus discrete-event simulation is suggested as an alternative approach. Two types of statistical analysis, CART and Regression, are applied to both length of stay and mortality variables. The results from these statistical tests are compiled and investigated in more depth. Finally, a discrete event simulation model is built in Visual Basic for Applications, for Microsoft Excel. This simulation model incorporates many of the complexities of a CCU, such as patient priority and cancellation of scheduled patients if all beds on the Unit are occupied. The model is then used to test various "what-if type" scenarios, including the possibility of funding additional beds, the concept of ring-fencing of beds for different levels of care, and the likely effect of reducing the impact of bed-blocking

MAP/PH/1 systems with group service: performance analysis under different admission strategies

2015 - 2016Recent advances in wireless communication networks led to possibility of multi-rate transmission of information. The queueing theory represents a valid tool to study how the performances of such communication systems can be improved, and to give proper solutions. Modeling a multi-rate transmission system, in terms of queueing theory, means that a particular discipline has to be considered: a group of requests from users can be processed simultaneously in parallel and processing of the whole group is supposed finished if processing of all individual requests belonging to this group is over. In order to model this typology of telecommunication systems, some particular assumption can be made on arrivals, which occur by a Markovian arrival process, and on service time and length of admission period, which are regulated by phase type distributions. Thus, in this thesis MAP/PH/1 queueing systems have been considered, with and without retrial to take into account all possible behaviours of the customers. The main goal of the research activity presented in this work is to introduce novel admission strategies for the described systems, in order to give a major contribute to the current performance analysys, in particular as regard the choice of the optimal length of admission period and optimal size of the groups. Dynamics of such systems are described by multidimensional Markov chains. Ergodicity condition for these Markov chains have been derived, stationary probability distribution of the states have been computed, formulas for the main performance measures of the system have been attained. Essential advantages of the proposed customer’s service disciplines have been numerically illustrated. [edited by author]I recenti progressi ottenuti per le reti di comunicazione wireless, permettono la trasmissione multi-frequenza delle informazioni. La teoria delle code rappresenta un valido strumento per studiare come le performance di tali sistemi di comunicazione possano essere migliorate, e individuare opportune soluzioni. In termini di teoria delle code, modellare un sistema di trasmissione multi-frequenza significa considerare una determinata disciplina: un gruppo di richieste da parte di utenti possono essere processate simultaneamente in parallelo, e il processo dell’intero gruppo risulta completato se tutte le richieste appartenenti a tale gruppo sono espletate. Al fine di modellare tale tipologia di sistemi di telecomunicazione, si possono definire particolari assunzioni sugli arrivi, determinati da processi di arrivo Markoviani, e sul tempo di servizio e lunghezza del periodo di ammissione, regolati da distribuzioni di tipo a fasi. Pertanto, in tale lavoro di tesi sono stati considerati sistemi a coda di tipo MAP/PH/1, con e senza retrial per considerare tutti i possibili comportamenti degli utenti. Il principale obiettivo dell’attivita` di ricerca presentata in tale lavoro `e introdurre nuove strategie di ammissione per i sistemi descritti, al fine di fornire un maggior contributo alle attuali analisi sulle performance, in particolare relativamente alla scelta della lunghezza ottimale del periodo di ammissione e la dimensione ottimale dei gruppi. Le dinamiche di tali sistemi sono descritte da catene di Markov multidimensionali. `E stata ricavata la condizione di ergodicit`a per tali catene di Markov, `e stata calcolata la distribuzione delle probabilita` stazionarie degli stati, e sono state ottenute le formule per le misure dei principali parametri prestazionali del sistema. I principali vantaggi delle discipline di servizio proposte sono state illustrate numericamente. [a cura dell'autore]XXIX n.s

Stochastic Processes with Applications

Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines.This Special Issue aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas certain to be of interest, such as economics, statistical physics, queuing theory, biology, theoretical neurobiology, and reliability theory. Various contributions dealing with theoretical issues on stochastic processes are also included

Priority queue with batch arrival, balking, threshold recovery, unreliable server and optimal service

The threshold policy for the restoration of an unreliable server in a service system with bulk input and balking is investigated. The arriving customers in the queueing system are classified into two categories i.e. priority and ordinary customers. The priority customers are assumed to join the system in groups according to Poisson process. The ordinary customers join the system singly and require the essential service as well as optional service on demand and only a limited number of customers can wait in the queue when the server is busy. The service times of both types of customers and life time as well as repair time of the server are governed by the exponential distribution. When the server fails during the service of the ordinary customer, the repair is done following a threshold recovery rule according to which the repair of the failed server is started only when at least q ordinary customers are accumulated in the system. In case of failure while rendering the service to the priority customers, the server is immediately sent for the repair. The matrix geometric method (MGM) has been used to establish the queue size distribution and other performance indices. To validate the suggested MGM approach, numerical simulation is carried out by taking an illustration

Quality of service in optical burst switching networks

Tese dout., Engenharia Electrónica e Computação, Universidade do Algarve, 2009Fundação para e Ciência e a Tecnologi