In this paper, we analyze a model called the k-nearest neighbor queue with the possibility of having delayed queue length feedback. We prove fluid limits for the stochastic queueing model and show that the fluid limit converges to a system of delay differential equations. Using the properties of circulant matrices, we derive a closed form expression for the value of the critical delay, which governs whether the delayed information will induce oscillations or a Hopf bifurcation in our queueing system.
more »
« less
A Stochastic Analysis of Queues with Customer Choice and Delayed Information
Many service systems provide queue length information to customers, thereby allowing customers to choose among many options of service. However, queue length information is often delayed, and it is often not provided in real time. Recent work by Dong et al. [Dong J, Yom-Tov E, Yom-Tov GB (2018) The impact of delay announcements on hospital network coordination and waiting times. Management Sci. 65(5):1969–1994.] explores the impact of these delays in an empirical study in U.S. hospitals. Work by Pender et al. [Pender J, Rand RH, Wesson E (2017) Queues with choice via delay differential equations. Internat. J. Bifurcation Chaos Appl. Sci. Engrg. 27(4):1730016-1–1730016-20.] uses a two-dimensional fluid model to study the impact of delayed information and determine the exact threshold under which delayed information can cause oscillations in the dynamics of the queue length. In this work, we confirm that the fluid model analyzed by Pender et al. [Pender J, Rand RH, Wesson E (2017) Queues with choice via delay differential equations. Internat. J. Bifurcation Chaos Appl. Sci. Engrg. 27(4):1730016-1–1730016-20.] can be rigorously obtained as a functional law of large numbers limit of a stochastic queueing process, and we generalize their threshold analysis to arbitrary dimensions. Moreover, we prove a functional central limit theorem for the queue length process and show that the scaled queue length converges to a stochastic delay differential equation. Thus, our analysis sheds new insight on how delayed information can produce unexpected system dynamics.
more »
« less
- Award ID(s):
- 1751975
- PAR ID:
- 10183676
- Date Published:
- Journal Name:
- Mathematics of Operations Research
- Volume:
- 45
- Issue:
- 3
- ISSN:
- 0364-765X
- Page Range / eLocation ID:
- 1104 to 1126
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
Giving customers queue length information about a service system has the potential to influence the decision of a customer to join a queue. Thus, it is imperative for managers of queueing systems to understand how the information that they provide will affect the performance of the system. To this end, we construct and analyze a two-dimensional deterministic fluid model that incorporates customer choice behavior based on delayed queue length information. Reports in the existing literature always assume that all queues have identical parameters and the underlying dynamical system is symmetric. However, in this paper, we relax this symmetry assumption by allowing the arrival rates, service rates, and the choice model parameters to be different for each queue. Our methodology exploits the method of multiple scales and asymptotic analysis to understand how to break the symmetry. We find that the asymmetry can have a large impact on the underlying dynamics of the queueing system.more » « less
-
The shortest-remaining-processing-time (SRPT) scheduling policy has been extensively studied, for more than 50 years, in single-server queues with infinitely patient jobs. Yet, much less is known about its performance in multiserver queues. In this paper, we present the first theoretical analysis of SRPT in multiserver queues with abandonment. In particular, we consider the M/GI/s+GI queue and demonstrate that, in the many-sever overloaded regime, performance in the SRPT queue is equivalent, asymptotically in steady state, to a preemptive two-class priority queue where customers with short service times (below a threshold) are served without wait, and customers with long service times (above a threshold) eventually abandon without service. We prove that the SRPT discipline maximizes, asymptotically, the system throughput, among all scheduling disciplines. We also compare the performance of the SRPT policy to blind policies and study the effects of the patience-time and service-time distributions. This paper was accepted by Baris Ata, stochastic models & simulation.more » « less
-
{"Abstract":["Wetland food webs have often been characterized as detrital-based ‘brown’ energy pyramids, whereas the relative role of autotrophic (‘green’) vs. microbial (‘brown’) energy sources falls along a continuum set by physical drivers, as well as autochthonous and allochthonous inputs (Moore et al. 2004; Evans-White & Halvorson 2017) that change with ecosystem development (Schmitz et al. 2006). In the Florida Coastal Everglades (FCE), metabolic imbalances, including the collapse of calcareous periphyton mats, begin with a loss of foundation species primary production and legacy organic matter (Gaiser et al. 2006). This process likely enhances heterotrophic microbial productivity (Schulte 2016) and the supply of detrital energy to consumers by changing bioavailable and recalcitrant carbon supplies (Baggett et al. 2013). A shift from complex periphyton communities to transient planktonic communities under elevated P exposure reduces habitat structure and animal refuges but increases ‘green’ energy supplies and edibility (Trexler et al. 2015; Naja et al. 2017). Multiple sites (n=9) within the FCE were selected to document changes in coastal food webs as a result of eutrophication and increasing hydrologic variability. The project began in 2019 and is currently ongoing.\n \n References:\n Baggett, L. P., Heck, K. L., Frankovich, T. A., Armitage, A. R., & Fourqurean, J. W. (2013). Stoichiometry, growth, and fecundity responses to nutrient enrichment by invertebrate grazers in sub-tropical turtle grass (Thalassia testudinum) meadows. Marine biology, 160, 169-180.\n Evans-White, M. A., and H. M. Halvorson. 2017. Comparing the Ecological Stoichiometry in Green and Brown Food Webs – A Review and Meta-analysis of Freshwater Food Webs. Frontiers in Microbiology 8:1184. \n Gaiser, E. E., Childers, D. L., Jones, R. D., Richards, J. H., Scinto, L. J., & Trexler, J. C. (2006). Periphyton responses to eutrophication in the Florida Everglades: cross‐system patterns of structural and compositional change. Limnology and Oceanography, 51(1part2), 617-630.\n Moore, J. C., E. L. Berlow, D. C. Coleman, P. C. Ruiter, Q. Dong, A. Hastings, N. C. Johnson, K. S. McCann, K. Melville, P. J. Morin, K. Nadelhoffer, A. D. Rosemond, D. M. Post, J. L. Sabo, K. M. Scow, M. J. Vanni, and D. H. Wall. 2004. Detritus, trophic dynamics and biodiversity: Detritus, trophic dynamics and biodiversity. Ecology Letters 7:584–600. \n Naja, M., Childers, D. L., & Gaiser, E. E. (2017). Water quality implications of hydrologic restoration alternatives in the Florida Everglades, United States. Restoration Ecology, 25, S48-S58.\n Schmitz, O. J., Kalies, E. L., & Booth, M. G. (2006). Alternative dynamic regimes and trophic control of plant succession. Ecosystems, 9, 659-672.\n Schulte, Nicholas O., "Controls on Benthic Microbial Community Structure and Assembly in a Karstic Coastal Wetland" (2016). FIU Electronic Theses and Dissertations. 2447. 10.25148/etd.FIDC000233\n Trexler, J. C., Gaiser, E. E., Kominoski, J. S., & Sanchez, J. (2015). The role of periphyton mats in consumer community structure and function in calcareous wetlands: lessons from the Everglades. Microbiology of the everglades ecosystem, 155-179."]}more » « less
-
We study the problem of optimal information sharing in the context of a service system. In particular, we consider an unobservable single server queue offering a service at a fixed price to a Poisson arrival of delay-sensitive customers. The service provider can observe the queue, and may share information about the state of the queue with each arriving customer. The customers are Bayesian and strategic, and incorporate any information provided by the service provider into their prior beliefs about the queue length before making the decision whether to join the queue or leave without obtaining service. We pose the following question: which signaling mechanism and what price should the service provider select to maximize her revenue? We formulate this problem as an instance of Bayesian persuasion in dynamic settings. The underlying dynamics make the problem more difficult because, in contrast to static settings, the signaling mechanism adopted by the service provider affects the customers' prior beliefs about the queue (given by the steady state distribution of the queue length in equilibrium). The core contribution of this work is in characterizing the structure of the optimal signaling mechanism. We summarize our main results as follows. (1) Structural characterization: Using a revelation-principle style argument, we find that it suffices to consider signaling mechanisms where the service provider sends a binary signal of "join" or "leave", and under which the equilibrium strategy of a customer is to follow the service provider's recommended action. (2) Optimality of threshold policies: For a given fixed price for service, we use the structural characterization to show that the optimal signaling mechanism can be obtained as a solution to a linear program with a countable number of variables and constraints. Under some mild technical conditions on the waiting costs, we establish that there exists an optimal signaling mechanism with a threshold structure, where service provider sends the "join" signal if the queue length is below a threshold, and "leave" otherwise. (In addition, at the threshold, the service provider randomizes.) For the special case of linear waiting costs, we derive an analytical expression for the optimal threshold i terms of the two branches of the Lambert-W function. (3) Revenue comparison: Finally, we show that with the optimal choice of the fixed price and using the corresponding optimal signaling mechanism, the service provider can achieve the same revenue as with the optimal state-dependent pricing mechanism in a fully-observable queue. This implies that in settings where state-dependent pricing is not feasible, the service provider can effectively use optimal signaling (with the optimal fixed price) to achieve the same revenue.more » « less
An official website of the United States government

