Join the Shortest Queue with Many Servers. The Heavy-Traffic Asymptotics
We consider queueing systems with n parallel queues under a Join the Shortest Queue (JSQ) policy in the Halfin-Whitt heavy-traffic regime. We use the martingale method to prove that a scaled process counting the number of idle servers and queues of length exactly two weakly converges to a two-dimens...
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| Format: | Article |
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Institute for Operations Research and the Management Sciences (INFORMS)
2019
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| Online Access: | http://hdl.handle.net/1721.1/120946 https://orcid.org/0000-0003-4865-7645 https://orcid.org/0000-0001-8898-8778 |
| Summary: | We consider queueing systems with n parallel queues under a Join the Shortest Queue (JSQ) policy in the Halfin-Whitt heavy-traffic regime. We use the martingale method to prove that a scaled process counting the number of idle servers and queues of length exactly two weakly converges to a two-dimensional reflected Ornstein-Uhlenbeck process, while processes counting longer queues converge to a deterministic system decaying to zero in constant time. This limiting system is comparable to that of the traditional Halfin-Whitt model, but there are key differences in the queueing behavior of the JSQ model. In particular, only a vanishing fraction of customers will have to wait, but those who do incur a constant order waiting time. Keywords: queueing theory; parallel queues; diffusion models |
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