A fluid limit for an overloaded X model via a stochastic averaging principle

Ohad Perry, Ward Whitt

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

Abstract

We prove a many-server heavy-traffic fluid limit for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the fixed-queue-ratio-withthresholds (FQR-T) control, which we proposed in a recent paper as a way for one service system to help another in face of an unexpected overload. Under FQR-T, customers are served by their own service pool until a threshold is exceeded. Then, one-way sharing is activated with customers from one class allowed to be served in both pools. After the control is activated, it aims to keep the two queues at a prespecified fixed ratio. For large systems that fixed ratio is achieved approximately. For the fluid limit, or FWLLN (functional weak law of large numbers), we consider a sequence of properly scaled X models in overload operating under FQR-T. Our proof of the FWLLN follows the compactness approach, i.e., we show that the sequence of scaled processes is tight and then show that all converging subsequences have the specified limit. The characterization step is complicated because the queue-difference processes, which determine the customer-server assignments, need to be considered without spatial scaling. Asymptotically, these queue-difference processes operate on a faster time scale than the fluid-scaled processes. In the limit, because of a separation of time scales, the driving processes converge to a time-dependent steady state (or local average) of a time-varying fast-time-scale process (FTSP). This averaging principle allows us to replace the driving processes with the long-run average behavior of the FTSP.

Original languageEnglish (US)
Pages (from-to)294-349
Number of pages56
JournalMathematics of Operations Research
Volume38
Issue number2
DOIs
StatePublished - May 2013

Keywords

  • Averaging principle
  • Heavy-traffic fluid limit
  • Many-server queues
  • Overload control
  • Separation of time scales
  • State-space collapse

ASJC Scopus subject areas

  • Mathematics(all)
  • Computer Science Applications
  • Management Science and Operations Research

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