Open AccessOpen Access licenseAboutSectionsView PDF ToolsAdd to favoritesDownload CitationsTrack Citations ShareShare onFacebookTwitterLinked InEmail Go to SectionOpen AccessOpen Access license HomeStochastic SystemsVol. 3, No. 1 Many-server Queues with Customer Abandonment: Numerical Analysis of their Diffusion ModelJ. G. Dai, Shuangchi HeJ. G. Dai, Shuangchi HePublished Online:20 May 2013https://doi.org/10.1287/11-SSY029AbstractWe use a multidimensional diffusion process to approximate the dynamics of a queue served by many parallel servers. Waiting customers in this queue may abandon the system without service. To analyze the diffusion model, we develop a numerical algorithm for computing its stationary distribution. A crucial part of the algorithm is choosing an appropriate reference density. Using a conjecture on the tail behavior of the limit queue length process, we propose a systematic approach to constructing a reference density. With the proposed reference density, the algorithm is shown to converge quickly in numerical experiments. These experiments demonstrate that the diffusion model is a satisfactory approximation for many-server queues, sometimes for queues with as few as twenty servers. Previous Back to Top Next FiguresReferencesRelatedInformationCited BySRPT Scheduling Discipline in Many-Server Queues with Impatient CustomersJing Dong, Rouba Ibrahim21 October 2021 | Management Science, Vol. 67, No. 12Diffusion Approximation for Efficiency-Driven Queues When Customers Are PatientShuangchi He22 May 2020 | Operations Research, Vol. 68, No. 4Dynamic Scheduling in a Many-Server, Multiclass System: The Role of Customer Impatience in Large SystemsJeunghyun Kim, Ramandeep S. Randhawa, Amy R. Ward11 April 2018 | Manufacturing & Service Operations Management, Vol. 20, No. 2Stein’s Method for Steady-state Diffusion Approximations: An Introduction through the Erlang-A and Erlang-C ModelsAnton Braverman, J. G. Dai, Jiekun Feng17 February 2017 | Stochastic Systems, Vol. 6, No. 2A Unified Approach to Diffusion Analysis of Queues with General Patience-Time DistributionsJunfei Huang, Hanqin Zhang, Jiheng Zhang3 March 2016 | Mathematics of Operations Research, Vol. 41, No. 3 Volume 3, Issue 1June 2013Pages 1-321 Article Information Metrics Downloaded 129 times in the past 12 months Information Received:April 01, 2011Published Online:May 20, 2013 Copyright © 2013, The author(s)Cite asJ. G. Dai, Shuangchi He (2013) Many-server Queues with Customer Abandonment: Numerical Analysis of their Diffusion Model. Stochastic Systems 3(1):96-146. https://doi.org/10.1287/11-SSY029 KeywordsDiffusion processstationary distributionphase-type distributionmany-server queueheavy trafficcustomer abandonmentquality- and efficiency-driven regimePDF download
Read full abstract