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Nonlinear Accumulating Priority Queues with Equivalent Linear Proxies

Author

Listed:
  • Na Li

    (Statistical and Actuarial Sciences, University of Western Ontario, London, Ontario N6A 3K7, Canada; McMaster Centre for Transfusion Research, McMaster University, Hamilton, Ontario L8S 4L8, Canada)

  • David A. Stanford

    (Statistical and Actuarial Sciences, University of Western Ontario, London, Ontario N6A 3K7, Canada)

  • Peter Taylor

    (Mathematics and Statistics, University of Melbourne, Victoria 3010, Australia)

  • Ilze Ziedins

    (Statistics, University of Auckland, Auckland 1142, New Zealand)

Abstract

In 1964, Kleinrock proposed a queueing discipline for a single-server queue in which customers from different classes accumulate priority as linear functions of their waiting time. At the instant that a server becomes free, it selects the waiting customer with the highest accumulated priority, provided that the queue is nonempty. He developed a recursion for calculating the expected waiting time for each class. In 2014, Stanford, Taylor, and Ziedins reconsidered this queue, which they termed the accumulating priority queue (APQ), and derived the waiting time distribution for each class. Kleinrock and Finkelstein in 1967 also studied an accumulating priority system in which customers’ priorities increase as a power-law function of their waiting time. They established that it is possible to associate a particular linear APQ with such a power-law APQ, so that the expected waiting times of customers from all classes are preserved. In this paper, we extend their analysis to characterise the class of nonlinear APQs for which an equivalent linear APQ can be found, in the sense that, for identical sample paths of the arrival and service processes, the ordering of all customers is identical at all times in both the linear and nonlinear systems.

Suggested Citation

  • Na Li & David A. Stanford & Peter Taylor & Ilze Ziedins, 2017. "Nonlinear Accumulating Priority Queues with Equivalent Linear Proxies," Operations Research, INFORMS, vol. 65(6), pages 1712-1721, December.
  • Handle: RePEc:inm:oropre:v:65:y:2017:i:6:p:1712-1721
    DOI: 10.1287/opre.2017.1613
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    References listed on IDEAS

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    1. L. Kleinrock, 1964. "A delay dependent queue discipline," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 11(3‐4), pages 329-341, September.
    2. Li, Na & Stanford, David A., 2016. "Multi-server accumulating priority queues with heterogeneous servers," European Journal of Operational Research, Elsevier, vol. 252(3), pages 866-878.
    3. Henry M. Goldberg, 1977. "Analysis of the Earliest Due Date Scheduling Rule in Queueing Systems," Mathematics of Operations Research, INFORMS, vol. 2(2), pages 145-154, May.
    4. Joseph Abate & Ward Whitt, 2006. "A Unified Framework for Numerically Inverting Laplace Transforms," INFORMS Journal on Computing, INFORMS, vol. 18(4), pages 408-421, November.
    5. A. Netterman & I. Adiri, 1979. "A Dynamic Priority Queue with General Concave Priority Functions," Operations Research, INFORMS, vol. 27(6), pages 1088-1100, December.
    6. Moshe Haviv & Liron Ravner, 2016. "Strategic bidding in an accumulating priority queue: equilibrium analysis," Annals of Operations Research, Springer, vol. 244(2), pages 505-523, September.
    7. Leonard Kleinrock & Roy P. Finkelstein, 1967. "Time Dependent Priority Queues," Operations Research, INFORMS, vol. 15(1), pages 104-116, February.
    8. John J. Kanet, 1982. "A Mixed Delay Dependent Queue Discipline," Operations Research, INFORMS, vol. 30(1), pages 93-96, February.
    9. Val Andrei Fajardo & Steve Drekic, 2017. "Waiting Time Distributions in the Preemptive Accumulating Priority Queue," Methodology and Computing in Applied Probability, Springer, vol. 19(1), pages 255-284, March.
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    Cited by:

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    2. Joris Walraevens & Thomas Giel & Stijn Vuyst & Sabine Wittevrongel, 2022. "Asymptotics of waiting time distributions in the accumulating priority queue," Queueing Systems: Theory and Applications, Springer, vol. 101(3), pages 221-244, August.

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