On the accuracy of fluid models for capacity sizing in queueing systems with impatient customers

Achal Bassamboo*, Ramandeep S. Randhawa

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

37 Scopus citations

Abstract

We consider queueing systems in which customers arrive according to a Poisson process and have exponentially distributed service requirements. The customers are impatient and may abandon the system while waiting for service after a generally distributed amount of time. The system incurs customer-related costs that consist of waiting and abandonment penalty costs. We study capacity sizing in such systems to minimize the sum of the long-term average customer-related costs and capacity costs. We use fluid models to derive prescriptions that are asymptotically optimal for large customer arrival rates. Although these prescriptions are easy to characterize, they depend intricately upon the distribution of the customers' time to abandon and may prescribe operating in a regime with offered load (the ratio of the arrival rate to the capacity) greater than 1. In such cases, we demonstrate that the fluid prescription is optimal up to 0(1). That is, as the customer arrival rate increases, the optimality gap of the prescription remains bounded.

Original languageEnglish (US)
Pages (from-to)1398-1413
Number of pages16
JournalOperations Research
Volume58
Issue number5
DOIs
StatePublished - Sep 1 2010

ASJC Scopus subject areas

  • Computer Science Applications
  • Management Science and Operations Research

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