Multiclass queueing systems in heavy traffic: an asymptotic approach based on distributional and conservation laws
We propose a new approach to analyze multiclass queueing systems in heavy traffic based on what we consider as fundamental laws in queueing systems, namely distributional and conservation laws. Methodologically, we extend the distributional laws from single class queueing systems to multiple classes...
| Main Authors: | , |
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| Format: | Working Paper |
| Language: | en_US |
| Published: |
Massachusetts Institute of Technology, Operations Research Center
2004
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| Online Access: | http://hdl.handle.net/1721.1/5309 |
| _version_ | 1811084270349844480 |
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| author | Bertsimas, Dimitris J. Mourtzinou, Georgia |
| author_facet | Bertsimas, Dimitris J. Mourtzinou, Georgia |
| author_sort | Bertsimas, Dimitris J. |
| collection | MIT |
| description | We propose a new approach to analyze multiclass queueing systems in heavy traffic based on what we consider as fundamental laws in queueing systems, namely distributional and conservation laws. Methodologically, we extend the distributional laws from single class queueing systems to multiple classes and combine them with conservation laws to find the heavy traffic behavior of the following systems: a)EGI/G/1 queue under FIFO, b) EGI/G/1 queue with priorities, c) Polling systems with general arrival distributions. Compared with traditional heavy traffic analysis via Brownian processes, our approach gives more insight to the asymptotics used, solves systems that traditional heavy traffic theory has not fully addressed, and more importantly leads to closed form answers, which compared to simulation are very accurate even for moderate traffic. |
| first_indexed | 2024-09-23T12:48:03Z |
| format | Working Paper |
| id | mit-1721.1/5309 |
| institution | Massachusetts Institute of Technology |
| language | en_US |
| last_indexed | 2024-09-23T12:48:03Z |
| publishDate | 2004 |
| publisher | Massachusetts Institute of Technology, Operations Research Center |
| record_format | dspace |
| spelling | mit-1721.1/53092019-04-12T07:19:44Z Multiclass queueing systems in heavy traffic: an asymptotic approach based on distributional and conservation laws Bertsimas, Dimitris J. Mourtzinou, Georgia We propose a new approach to analyze multiclass queueing systems in heavy traffic based on what we consider as fundamental laws in queueing systems, namely distributional and conservation laws. Methodologically, we extend the distributional laws from single class queueing systems to multiple classes and combine them with conservation laws to find the heavy traffic behavior of the following systems: a)EGI/G/1 queue under FIFO, b) EGI/G/1 queue with priorities, c) Polling systems with general arrival distributions. Compared with traditional heavy traffic analysis via Brownian processes, our approach gives more insight to the asymptotics used, solves systems that traditional heavy traffic theory has not fully addressed, and more importantly leads to closed form answers, which compared to simulation are very accurate even for moderate traffic. 2004-05-28T19:32:57Z 2004-05-28T19:32:57Z 1993-10 Working Paper http://hdl.handle.net/1721.1/5309 en_US Operations Research Center Working Paper;OR 281-93 2000458 bytes application/pdf application/pdf Massachusetts Institute of Technology, Operations Research Center |
| spellingShingle | Bertsimas, Dimitris J. Mourtzinou, Georgia Multiclass queueing systems in heavy traffic: an asymptotic approach based on distributional and conservation laws |
| title | Multiclass queueing systems in heavy traffic: an asymptotic approach based on distributional and conservation laws |
| title_full | Multiclass queueing systems in heavy traffic: an asymptotic approach based on distributional and conservation laws |
| title_fullStr | Multiclass queueing systems in heavy traffic: an asymptotic approach based on distributional and conservation laws |
| title_full_unstemmed | Multiclass queueing systems in heavy traffic: an asymptotic approach based on distributional and conservation laws |
| title_short | Multiclass queueing systems in heavy traffic: an asymptotic approach based on distributional and conservation laws |
| title_sort | multiclass queueing systems in heavy traffic an asymptotic approach based on distributional and conservation laws |
| url | http://hdl.handle.net/1721.1/5309 |
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