Abstract

We study the problem of staffing (specifying a time-varying number of servers) and scheduling (assigning newly idle servers to a waiting customer from one of [Formula: see text] classes) in the many-server V model with class-dependent time-varying arrival rates. In order to stabilize performance at class-dependent delay targets, we propose the blind (model-free) head-of-line delay-ratio (HLDR) scheduling rule, which extends an earlier dynamic-priority rule that exploits the head-of-line delay information. We study the HLDR rule in the quality-and-efficiency-driven many-server heavy-traffic (MSHT) regime. We staff to the MSHT fluid limit plus a control function in the diffusion scale. We establish a MSHT limit for the Markov model, which has dramatic state-space collapse, showing that the targeted ratios are attained asymptotically. In the MSHT limit, meeting staffing goals reduces to a one-dimensional control problem for the aggregate queue content, which may be approximated by recently developed staffing algorithms for time-varying single-class models. Simulation experiments confirm that the overall procedure can be effective, even for non-Markov models. The online appendix is available at https://doi.org/10.1287/stsy.2018.0015 .

Highlights

  • Introduction and SummaryIn this paper, we study delay-based service differentiation via ratio controls in a multiclass many-server service system with time-varying arrival rates

  • As part of our proof of the many-server heavy-traffic (MSHT) functional central limit theorem (FCLT), we show that the impact of this high-priority queue is asymptotically negligible; see Step 2 of the proof of Theorem 1

  • We show that the scaling in (4) puts the model into the quality-and-efficiency-driven (QED) MSHT regime; that is, we establish a nondegenerate joint MSHT FCLT for the number of class-i customers in the system at time t for all i, together with associated delay processes, where the target HoL delay ratios hold almost surely for all t in the limit process; see Theorem 1

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Summary

Introduction and Summary

We study delay-based service differentiation via ratio controls in a multiclass many-server service system with time-varying arrival rates. We show that the scaling in (4) puts the model into the quality-and-efficiency-driven (QED) MSHT regime; that is, we establish a nondegenerate joint MSHT FCLT for the (appropriately scaled) number of class-i customers in the system at time t for all i, together with associated delay processes, where the target HoL delay ratios hold almost surely for all t in the limit process; see Theorem 1. The papers Gurvich and Whitt (2009a, b; 2010) establish MSHT limits for these ratio controls, showing that they induce a simplifying state-space collapse, that permit achieving performance goals asymptotically We extend those results (for a single service pool) to a TV setting.

The Benefits of Additional Structure
Organization
Initial Simulation Experiments
Stationary Arrivals
Formulation
Preliminaries
The TVQR Control
Main Results
Asymptotic Equivalence of HLDR and TVQR
Extending the QIR Limits to TV Arrivals
Staffing
Scheduling
Simulation Confirmation
Proofs of MSHT FCLTs for HLDR and TVQR
Proofs for Asymptotic Feasibility and Optimality
Directions for Future Research
Full Text
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