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Economies-of-scale in many-server queueing systems: tutorial and partial review of the Qed Halfin-Whitt heavy-traffic regime

  • Johan S.H. van Leeuwaarden
  • , Britt W.J. Mathijsen
  • , Bert Zwart

Research output: Contribution to journalArticleAcademicpeer-review

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Abstract

Multiserver queueing systems describe situations in which users require service from multiple parallel servers. Examples include check-in lines at airports, waiting rooms in hospitals, queues in contact centers, data buffers in wireless networks, and delayed service in cloud data centers. These are all situations with jobs (clients, patients, tasks) and servers (agents, beds, processors) that have large capacity levels, ranging from the order of tens (checkouts) to thousands (processors). This survey investigates how to design such systems to exploit resource pooling and economies-of-scale. In particular, we review the mathematics behind the quality- and efficiency-driven (QED) regime, which lets the system operate close to full utilization, while the number of servers grows simultaneously large and delays remain manageable. Aimed at a broad audience, we describe in detail the mathematical concepts for the basic Markovian many-server system, and we provide only sketches or references for more advanced settings related to, e.g., load balancing, overdispersion, parameter uncertainty, general service requirements, and queueing networks. While serving as a partial survey of a massive body of work, the tutorial is not meant to be exhaustive.

Original languageEnglish
Pages (from-to)403-440
Number of pages38
JournalSIAM Review
Volume61
Issue number3
DOIs
Publication statusPublished - Sept 2019

Funding

\ast Received by the editors June 9, 2017; accepted for publication (in revised form) July 17, 2019; published electronically August 7, 2019. https://doi.org/10.1137/17M1133944 Funding: The work of the first author was supported by NWO Gravitation Networks grant 024.002.003. The work of the second author was supported by NWO Free Competition grant 613.001.213. The work of the third author was supported by NWO VICI grant 639.033.413. \dagger Department of Mathematics and Computer Science, Eindhoven University of Technology, 5600 MB Eindhoven, Netherlands ([email protected], [email protected]). \ddagger Department of Stochastics, CWI, 1090 GB Amsterdam, Netherlands ([email protected]).

Keywords

  • Central limit theorem
  • Heavy traffic
  • Limit theorems
  • Queueing theory
  • Stochastic-process limits
  • queueing theory
  • central limit theorem
  • heavy traffic
  • stochastic-process limits
  • limit theorems

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