Transient error approximation in a Lévy queue

B. Mathijsen, A.P. Zwart

Research output: Contribution to journalArticleAcademicpeer-review

1 Citation (Scopus)
55 Downloads (Pure)

Abstract

Motivated by a capacity allocation problem within a finite planning period, we conduct a transient analysis of a single-server queue with Lévy input. From a cost minimization perspective, we investigate the error induced by using stationary congestion measures as opposed to time-dependent measures. Invoking recent results from fluctuation theory of Lévy processes, we derive a refined cost function, that accounts for transient effects. This leads to a corrected capacity allocation rule for the transient single-server queue. Extensive numerical experiments indicate that the cost reductions achieved by this correction can be significant.

Original languageEnglish
Pages (from-to)269-304
Number of pages36
JournalQueueing Systems
Volume85
Issue number3-4
DOIs
Publication statusPublished - 1 Apr 2017

Keywords

  • Capacity allocation
  • Lévy processes
  • Single-server queue
  • Transient analysis
  • Levy processes

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