Robust Multiclass Queuing Theory for Wait Time Estimation in Resource Allocation Systems
In this paper, we study systems that allocate different types of scarce resources to heterogeneous allocatees based on predetermined priority rules-the U.S. deceased-donor kidney allocation system or the public housing program. We tackle the problem of estimating the wait time of an allocatee who po...
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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/1721.1/120985 https://orcid.org/0000-0002-8324-9148 |
| _version_ | 1826207394004205568 |
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| author | Bandi, Chaithanya Trichakis, Nikolaos Vayanos, Phebe |
| author2 | Sloan School of Management |
| author_facet | Sloan School of Management Bandi, Chaithanya Trichakis, Nikolaos Vayanos, Phebe |
| author_sort | Bandi, Chaithanya |
| collection | MIT |
| description | In this paper, we study systems that allocate different types of scarce resources to heterogeneous allocatees based on predetermined priority rules-the U.S. deceased-donor kidney allocation system or the public housing program. We tackle the problem of estimating the wait time of an allocatee who possesses incomplete system information with regard, for example, to his relative priority, other allocatees' preferences, and resource availability. We model such systems as multiclass, multiserver queuing systems that are potentially unstable or in transient regime. We propose a novel robust optimization solution methodology that builds on the assignment problem. For first-come, first-served systems, our approach yields a mixed-integer programming formulation. For the important case where there is a hierarchy in the resource types, we strengthen our formulation through a drastic variable reduction and also propose a highly scalable heuristic, involving only the solution of a convex optimization problem (usually a second-order cone problem).We back the heuristic with an approximation guarantee that becomes tighter for larger problem sizes. We illustrate the generalizability of our approach by studying systems that operate under different priority rules, such as class priority. Numerical studies demonstrate that our approach outperforms simulation. We showcase how our methodology can be applied to assist patients in the U.S. deceased-donor kidney waitlist. We calibrate our model using historical data to estimate patients' wait times based on their kidney quality preferences, blood type, location, and rank in the waitlist. |
| first_indexed | 2024-09-23T13:48:37Z |
| format | Article |
| id | mit-1721.1/120985 |
| institution | Massachusetts Institute of Technology |
| last_indexed | 2024-09-23T13:48:37Z |
| publishDate | 2019 |
| publisher | Institute for Operations Research and the Management Sciences (INFORMS) |
| record_format | dspace |
| spelling | mit-1721.1/1209852022-10-01T17:19:07Z Robust Multiclass Queuing Theory for Wait Time Estimation in Resource Allocation Systems Bandi, Chaithanya Trichakis, Nikolaos Vayanos, Phebe Sloan School of Management Trichakis, Nikolaos In this paper, we study systems that allocate different types of scarce resources to heterogeneous allocatees based on predetermined priority rules-the U.S. deceased-donor kidney allocation system or the public housing program. We tackle the problem of estimating the wait time of an allocatee who possesses incomplete system information with regard, for example, to his relative priority, other allocatees' preferences, and resource availability. We model such systems as multiclass, multiserver queuing systems that are potentially unstable or in transient regime. We propose a novel robust optimization solution methodology that builds on the assignment problem. For first-come, first-served systems, our approach yields a mixed-integer programming formulation. For the important case where there is a hierarchy in the resource types, we strengthen our formulation through a drastic variable reduction and also propose a highly scalable heuristic, involving only the solution of a convex optimization problem (usually a second-order cone problem).We back the heuristic with an approximation guarantee that becomes tighter for larger problem sizes. We illustrate the generalizability of our approach by studying systems that operate under different priority rules, such as class priority. Numerical studies demonstrate that our approach outperforms simulation. We showcase how our methodology can be applied to assist patients in the U.S. deceased-donor kidney waitlist. We calibrate our model using historical data to estimate patients' wait times based on their kidney quality preferences, blood type, location, and rank in the waitlist. 2019-03-15T17:38:44Z 2019-03-15T17:38:44Z 2018-05 2019-03-01T19:18:56Z Article http://purl.org/eprint/type/JournalArticle 0025-1909 1526-5501 http://hdl.handle.net/1721.1/120985 Bandi, Chaithanya, Nikolaos Trichakis, and Phebe Vayanos. “Robust Multiclass Queuing Theory for Wait Time Estimation in Resource Allocation Systems.” Management Science 65, no. 1 (January 2019): 152–187. https://orcid.org/0000-0002-8324-9148 http://dx.doi.org/10.1287/MNSC.2017.2948 Management Science Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/ application/pdf Institute for Operations Research and the Management Sciences (INFORMS) other univ website |
| spellingShingle | Bandi, Chaithanya Trichakis, Nikolaos Vayanos, Phebe Robust Multiclass Queuing Theory for Wait Time Estimation in Resource Allocation Systems |
| title | Robust Multiclass Queuing Theory for Wait Time Estimation in Resource Allocation Systems |
| title_full | Robust Multiclass Queuing Theory for Wait Time Estimation in Resource Allocation Systems |
| title_fullStr | Robust Multiclass Queuing Theory for Wait Time Estimation in Resource Allocation Systems |
| title_full_unstemmed | Robust Multiclass Queuing Theory for Wait Time Estimation in Resource Allocation Systems |
| title_short | Robust Multiclass Queuing Theory for Wait Time Estimation in Resource Allocation Systems |
| title_sort | robust multiclass queuing theory for wait time estimation in resource allocation systems |
| url | http://hdl.handle.net/1721.1/120985 https://orcid.org/0000-0002-8324-9148 |
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