Robust Queue Inference from Waiting Times

Abstract

Modeling and decision making for queueing systems have been one of fundamental topics in operations research. For these problems, uncertainty models are established by estimation of key parameters such as expected interarrival and service times. In practice, however, their distributions are unknown, and decision makers are only given historical records of waiting times, which contain relevant but indirect information on the uncertainties. Their complex temporal dependence on the queueing dynamics and the absence of distributional information on the model primitives render estimation of queueing systems remarkably challenging. In the paper “Robust Queue Inference from Waiting Times” by Chaithanya Bandi, Eojin Han, and Alexej Proskynitopoulos, a new inference framework based on robust optimization is proposed to estimate unknown service times from waiting time observations. This new framework allows data-driven, distribution-free estimation on unknown model primitives by solving tractable optimization problems.