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    Rights statement: The final publication is available at Springer via http://dx.doi.org/10.1007/s10951-015-0456-7

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Scheduling of multi-class multi-server queueing systems with abandonments

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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Scheduling of multi-class multi-server queueing systems with abandonments. / Ayesta, Urtzi; Jacko, Peter; Novak, Vladimir.
In: Journal of Scheduling, Vol. 20, No. 2, 04.2017, p. 129-145.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Ayesta, U, Jacko, P & Novak, V 2017, 'Scheduling of multi-class multi-server queueing systems with abandonments', Journal of Scheduling, vol. 20, no. 2, pp. 129-145. https://doi.org/10.1007/s10951-015-0456-7

APA

Ayesta, U., Jacko, P., & Novak, V. (2017). Scheduling of multi-class multi-server queueing systems with abandonments. Journal of Scheduling, 20(2), 129-145. https://doi.org/10.1007/s10951-015-0456-7

Vancouver

Ayesta U, Jacko P, Novak V. Scheduling of multi-class multi-server queueing systems with abandonments. Journal of Scheduling. 2017 Apr;20(2):129-145. Epub 2015 Nov 11. doi: 10.1007/s10951-015-0456-7

Author

Ayesta, Urtzi ; Jacko, Peter ; Novak, Vladimir. / Scheduling of multi-class multi-server queueing systems with abandonments. In: Journal of Scheduling. 2017 ; Vol. 20, No. 2. pp. 129-145.

Bibtex

@article{603a4ac07a67401dba5b7a5189337bd6,
title = "Scheduling of multi-class multi-server queueing systems with abandonments",
abstract = "Many real-world situations involve queueing systems in which customers may abandon if service does not start sufficiently quickly. We study a comprehensive model of multi-class queue scheduling accounting for customer abandonment, with the objective of minimizing the total discounted or time-average sum of linear waiting costs, completion rewards, and abandonment penalties of customers in the system. We assume the service times and abandoning times are exponentially distributed. We solve analytically the case in which there is one server and there are one or two customers in the system and obtain an optimal policy. For the general case, we use the framework of restless bandits to analytically design a novel simple index rule with a natural interpretation. We show that the proposed rule achieves near-optimal or asymptotically optimal performance both in single- and multi-server cases, both in overload and underload regimes, and both in idling and non-idling systems.",
keywords = "Stochastic scheduling, Abandonment, Restless bandits, Index policy, Whittle index",
author = "Urtzi Ayesta and Peter Jacko and Vladimir Novak",
note = "The final publication is available at Springer via http://dx.doi.org/10.1007/s10951-015-0456-7",
year = "2017",
month = apr,
doi = "10.1007/s10951-015-0456-7",
language = "English",
volume = "20",
pages = "129--145",
journal = "Journal of Scheduling",
issn = "1094-6136",
publisher = "Springer New York",
number = "2",

}

RIS

TY - JOUR

T1 - Scheduling of multi-class multi-server queueing systems with abandonments

AU - Ayesta, Urtzi

AU - Jacko, Peter

AU - Novak, Vladimir

N1 - The final publication is available at Springer via http://dx.doi.org/10.1007/s10951-015-0456-7

PY - 2017/4

Y1 - 2017/4

N2 - Many real-world situations involve queueing systems in which customers may abandon if service does not start sufficiently quickly. We study a comprehensive model of multi-class queue scheduling accounting for customer abandonment, with the objective of minimizing the total discounted or time-average sum of linear waiting costs, completion rewards, and abandonment penalties of customers in the system. We assume the service times and abandoning times are exponentially distributed. We solve analytically the case in which there is one server and there are one or two customers in the system and obtain an optimal policy. For the general case, we use the framework of restless bandits to analytically design a novel simple index rule with a natural interpretation. We show that the proposed rule achieves near-optimal or asymptotically optimal performance both in single- and multi-server cases, both in overload and underload regimes, and both in idling and non-idling systems.

AB - Many real-world situations involve queueing systems in which customers may abandon if service does not start sufficiently quickly. We study a comprehensive model of multi-class queue scheduling accounting for customer abandonment, with the objective of minimizing the total discounted or time-average sum of linear waiting costs, completion rewards, and abandonment penalties of customers in the system. We assume the service times and abandoning times are exponentially distributed. We solve analytically the case in which there is one server and there are one or two customers in the system and obtain an optimal policy. For the general case, we use the framework of restless bandits to analytically design a novel simple index rule with a natural interpretation. We show that the proposed rule achieves near-optimal or asymptotically optimal performance both in single- and multi-server cases, both in overload and underload regimes, and both in idling and non-idling systems.

KW - Stochastic scheduling

KW - Abandonment

KW - Restless bandits

KW - Index policy

KW - Whittle index

U2 - 10.1007/s10951-015-0456-7

DO - 10.1007/s10951-015-0456-7

M3 - Journal article

VL - 20

SP - 129

EP - 145

JO - Journal of Scheduling

JF - Journal of Scheduling

SN - 1094-6136

IS - 2

ER -