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Queues with advanced reservations: an infinite-server proxy for the bookings diary

Part of:Special processesComputer system organizationOperations research and management science

Published online by Cambridge University Press:  24 March 2016

R. J. Maillardet and
P. G. Taylor
R. J. Maillardet*
Affiliation:
University of Melbourne
P. G. Taylor*
Affiliation:
University of Melbourne
*
* Postal address: Department of Mathematics and Statistics, University of Melbourne, Melbourne, VIC 3010, Australia.
* Postal address: Department of Mathematics and Statistics, University of Melbourne, Melbourne, VIC 3010, Australia.
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Abstract

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Queues with advanced reservations are endemic in the real world. In such a queue, the 'arrival' process is an incoming stream of customer 'booking requests', rather than actual customers requiring immediate service. We consider a model with a Poisson booking request process with rate λ. Associated with each request is a pair of independent random variables (Ri, Si) constituting a request for service over a period Si, starting at a time Ri into the future. Our interest is in the probability that a customer will be rejected due to capacity constraints. We present a simulation of a finite-capacity queue in which we record the proportion of rejected customers, and then move to an analysis of a queue with infinitely-many servers. Obviously no customers are rejected in the latter case. However, the event that the arrival of the extra customer will cause the number of customers in the queue to exceed C at some point during its service can be used as a proxy for the event that the customer would have been rejected in a system with finite capacity C. We start by calculating the transient and stationary distributions for some performance measures for the infinite-server queue. By observing that the stationary measure for the bookings diary (that is, the list of customers currently on hand, together with their start times and service times) is the same as the law for the entire sample path of an infinite server queue with a specified nonhomogenous Poisson input process, which we call the bookings queue, we are able to write down expressions for the abovementioned probability that, at some time during a requested service, the number of customers exceeds C. This measure serves as a bound for the probability that an incoming arrival would be refused admission in a system with C servers and, for a well-dimensioned system, it is to be hoped that it is a good approximation. We test the quality of this approximation by comparing our analytical results for the infinite-server case against simulation results for the finite-server case.

Keywords

Advanced reservationsinfinite-server queueblocking probability

MSC classification

Primary:60K25: Queueing theory
Secondary:68M20: Performance evaluation; queueing; scheduling90B22: Queues and service

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 48 , Issue 1 , March 2016, pp. 13 - 31
Copyright
Copyright © Applied Probability Trust 2016 

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