On the modelling and performance measurement of service networks with heterogeneous customers

Service networks are common throughout the modern world, yet understanding how their individual services effect each other and contribute to overall system performance can be difficult. An important metric in these systems is the quality of service. This is an often overlooked measure when modelling and relates to how customers are affected by a service. Presented is a novel perspective for evaluating the performance of multi-class queueing networks through a combination of operational performance and service quality—denoted the “flow of outcomes”. Here, quality is quantified by customers moving between or remaining in classes as a result of receiving service or lacking service. Importantly, each class may have different flow parameters, hence the positive/negative impact of service quality on the system’s operational performance is captured. A fluid–diffusion approximation for networks of stochastic queues is used since it allows for several complex flow dynamics: the sequential use of multiple services; abandonment and possible rejoin; reuse of the same service; multiple customers classes; and, class and time dependent parameters. The scalability of the approach is a significant benefit since, the modelled systems may be relatively large, and the included flow dynamics may render the system analytically intractable or computationally burdensome. Under the right conditions, this method provides a framework for quickly modelling large time-dependent systems. This combination of computational speed and the “flow of outcomes” provides new avenues for the analysis of multi-class service networks where both service quality and operational efficiency interact

Dynamic control of a single-server system with abandonments

In this paper, we discuss the dynamic server control in a two-class service system with abandonments. Two models are considered. In the first case, rewards are received upon service completion, and there are no abandonment costs (other than the lost opportunity to gain rewards). In the second, holding costs per customer per unit time are accrued, and each abandonment involves a fixed cost. Both cases are considered under the discounted or average reward/cost criterion. These are extensions of the classic scheduling question (without abandonments) where it is well known that simple priority rules hold. The contributions in this paper are twofold. First, we show that the classic c-μ rule does not hold in general. An added condition on the ordering of the abandonment rates is sufficient to recover the priority rule. Counterexamples show that this condition is not necessary, but when it is violated, significant loss can occur. In the reward case, we show that the decision involves an intuitive tradeoff between getting more rewards and avoiding idling. Secondly, we note that traditional solution techniques are not directly applicable. Since customers may leave in between services, an interchange argument cannot be applied. Since the abandonment rates are unbounded we cannot apply uniformization-and thus cannot use the usual discrete-time Markov decision process techniques. After formulating the problem as a continuous-time Markov decision process (CTMDP), we use sample path arguments in the reward case and a savvy use of truncation in the holding cost case to yield the results. As far as we know, this is the first time that either have been used in conjunction with the CTMDP to show structure in a queueing control problem. The insights made in each model are supported by a detailed numerical study. © 2010 Springer Science+Business Media, LLC

Dynamic control of stochastic and fluid resource-sharing systems

In this thesis we study the dynamic control of resource-sharing systems that arise in various domains: e.g. inventory management, healthcare and communication networks. We aim at efficiently allocating the available resources among competing projects according to a certain performance criteria. These type of problems have a stochastic nature and may be very complex to solve. We therefore focus on developing well-performing heuristics. In Part I, we consider the framework of Restless Bandit Problems, which is a general class of dynamic stochastic optimization problems. Relaxing the sample-path constraint in the optimization problem enables to define an index-based heuristic for the original constrained model, the so-called Whittle index policy. We derive a closed-form expression for the Whittle index as a function of the steady-state probabilities for the case in which bandits (projects) evolve in a birth-and-death fashion. This expression requires several technical conditions to be verified, and in addition, it can only be computed explicitly in specific cases. In the particular case of a multi-class abandonment queue, we further prove that the Whittle index policy is asymptotically optimal in the light-traffic and heavy-traffic regimes. In Part II, we derive heuristics by approximating the stochastic resource-sharing systems with deterministic fluid models. We first formulate a fluid version of the relaxed optimization problem introduced in Part I, and we develop a fluid index policy. The fluid index can always be computed explicitly and hence overcomes the technical issues that arise when calculating the Whittle index. We apply the Whittle index and the fluid index policies to several systems: e.g. power-aware server-farms, opportunistic scheduling in wireless systems, and make-to-stock problems with perishable items. We show numerically that both index policies are nearly optimal. Secondly, we study the optimal scheduling control for the fluid version of a multi-class abandonment queue. We derive the fluid optimal control when there are two classes of customers competing for a single resource. Based on the insights provided by this result we build a heuristic for the general multi-class setting. This heuristic shows near-optimal performance when applied to the original stochastic model for high workloads. In Part III, we further investigate the abandonment phenomena in the context of a content delivery problem. We characterize an optimal grouping policy so that requests, which are impatient, are efficiently transmitted in a multi-cast mode