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A Fluid Approximation for Service Systems Responding to Unexpected Overloads

Author

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  • Ohad Perry

    (Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois 60208)

  • Ward Whitt

    (Department of Industrial Engineering and Operations Research, Columbia University, New York, New York 10027)

Abstract

In a recent paper we considered two networked service systems, each having its own customers and designated service pool with many agents, where all agents are able to serve the other customers, although they may do so inefficiently. Usually the agents should serve only their own customers, but we want an automatic control that activates serving some of the other customers when an unexpected overload occurs. Assuming that the identity of the class that will experience the overload or the timing and extent of the overload are unknown, we proposed a queue-ratio control with thresholds: When a weighted difference of the queue lengths crosses a prespecified threshold, with the weight and the threshold depending on the class to be helped, serving the other customers is activated so that a certain queue ratio is maintained. We then developed a simple deterministic steady-state fluid approximation, based on flow balance, under which this control was shown to be optimal, and we showed how to calculate the control parameters. In this sequel we focus on the fluid approximation itself and describe its transient behavior, which depends on a heavy-traffic averaging principle. The new fluid model developed here is an ordinary differential equation driven by the instantaneous steady-state probabilities of a fast-time-scale stochastic process. The averaging principle also provides the basis for an effective Gaussian approximation for the steady-state queue lengths. Effectiveness of the approximations is confirmed by simulation experiments.

Suggested Citation

  • Ohad Perry & Ward Whitt, 2011. "A Fluid Approximation for Service Systems Responding to Unexpected Overloads," Operations Research, INFORMS, vol. 59(5), pages 1159-1170, October.
  • Handle: RePEc:inm:oropre:v:59:y:2011:i:5:p:1159-1170
    DOI: 10.1287/opre.1110.0985
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    References listed on IDEAS

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    1. Ward Whitt, 2004. "Efficiency-Driven Heavy-Traffic Approximations for Many-Server Queues with Abandonments," Management Science, INFORMS, vol. 50(10), pages 1449-1461, October.
    2. Itay Gurvich & Ward Whitt, 2009. "Scheduling Flexible Servers with Convex Delay Costs in Many-Server Service Systems," Manufacturing & Service Operations Management, INFORMS, vol. 11(2), pages 237-253, June.
    3. J. G. Dai & Tolga Tezcan, 2011. "State Space Collapse in Many-Server Diffusion Limits of Parallel Server Systems," Mathematics of Operations Research, INFORMS, vol. 36(2), pages 271-320, May.
    4. Hunt, P. J. & Kurtz, T. G., 1994. "Large loss networks," Stochastic Processes and their Applications, Elsevier, vol. 53(2), pages 363-378, October.
    5. Noah Gans & Ger Koole & Avishai Mandelbaum, 2003. "Telephone Call Centers: Tutorial, Review, and Research Prospects," Manufacturing & Service Operations Management, INFORMS, vol. 5(2), pages 79-141, September.
    6. Ohad Perry & Ward Whitt, 2009. "Responding to Unexpected Overloads in Large-Scale Service Systems," Management Science, INFORMS, vol. 55(8), pages 1353-1367, August.
    7. Itai Gurvich & Ward Whitt, 2010. "Service-Level Differentiation in Many-Server Service Systems via Queue-Ratio Routing," Operations Research, INFORMS, vol. 58(2), pages 316-328, April.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Carri W. Chan & Mor Armony & Nicholas Bambos, 2016. "Maximum weight matching with hysteresis in overloaded queues with setups," Queueing Systems: Theory and Applications, Springer, vol. 82(3), pages 315-351, April.
    2. Zhenghua Long & Jiheng Zhang, 2019. "Virtual allocation policies for many-server queues with abandonment," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 90(3), pages 399-451, December.
    3. Dongyuan Zhan & Amy R. Ward, 2014. "Threshold Routing to Trade Off Waiting and Call Resolution in Call Centers," Manufacturing & Service Operations Management, INFORMS, vol. 16(2), pages 220-237, May.
    4. Jinsheng Chen & Jing Dong & Pengyi Shi, 2020. "A survey on skill-based routing with applications to service operations management," Queueing Systems: Theory and Applications, Springer, vol. 96(1), pages 53-82, October.
    5. Jim G. Dai & Pengyi Shi, 2021. "Recent Modeling and Analytical Advances in Hospital Inpatient Flow Management," Production and Operations Management, Production and Operations Management Society, vol. 30(6), pages 1838-1862, June.
    6. Ohad Perry & Ward Whitt, 2013. "A Fluid Limit for an Overloaded X Model via a Stochastic Averaging Principle," Mathematics of Operations Research, INFORMS, vol. 38(2), pages 294-349, May.
    7. Noa Zychlinski, 2023. "Applications of fluid models in service operations management," Queueing Systems: Theory and Applications, Springer, vol. 103(1), pages 161-185, February.
    8. Edieal Pinker & Tolga Tezcan, 2013. "Determining the Optimal Configuration of Hospital Inpatient Rooms in the Presence of Isolation Patients," Operations Research, INFORMS, vol. 61(6), pages 1259-1276, December.
    9. Philipp Afèche & Adam Diamant & Joseph Milner, 2014. "Double-Sided Batch Queues with Abandonment: Modeling Crossing Networks," Operations Research, INFORMS, vol. 62(5), pages 1179-1201, October.
    10. Guodong Pang & Ohad Perry, 2015. "A Logarithmic Safety Staffing Rule for Contact Centers with Call Blending," Management Science, INFORMS, vol. 61(1), pages 73-91, January.
    11. Alexander L. Stolyar & Tolga Tezcan, 2011. "Shadow-Routing Based Control of Flexible Multiserver Pools in Overload," Operations Research, INFORMS, vol. 59(6), pages 1427-1444, December.

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