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Technical Note—An Inequality for the Variance of Waiting Time under a General Queuing Discipline

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  • Oldrich A. Vasicek

    (University of California, Berkeley, California)

Abstract

We show that the expected value of any convex function of the waiting time (such as the variance) in a general queuing system under any queuing discipline independent of the service times does not exceed that under the last-come-first-served discipline, and is not less than that under the first-come-first-served discipline.

Suggested Citation

  • Oldrich A. Vasicek, 1977. "Technical Note—An Inequality for the Variance of Waiting Time under a General Queuing Discipline," Operations Research, INFORMS, vol. 25(5), pages 879-884, October.
    • Handle: RePEc:inm:oropre:v:25:y:1977:i:5:p:879-884
    DOI: 10.1287/opre.25.5.879
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    Cited by:

    1. Huiyin Ouyang & Nilay Taník Argon & Serhan Ziya, 2022. "Assigning Priorities (or Not) in Service Systems with Nonlinear Waiting Costs," Management Science, INFORMS, vol. 68(2), pages 1233-1255, February.
    2. Caulkins, Jonathan P., 2010. "Might randomization in queue discipline be useful when waiting cost is a concave function of waiting time?," Socio-Economic Planning Sciences, Elsevier, vol. 44(1), pages 19-24, March.
    3. van Eekelen, Wouter, 2023. "Distributionally robust views on queues and related stochastic models," Other publications TiSEM 9b99fc05-9d68-48eb-ae8c-9, Tilburg University, School of Economics and Management.

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