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Transient error approximation in a Lévy queue

Author

Listed:
  • Britt Mathijsen

    (Eindhoven University of Technology)

  • Bert Zwart

    (Eindhoven University of Technology
    Centrum Wiskunde & Informatica)

Abstract

Motivated by a capacity allocation problem within a finite planning period, we conduct a transient analysis of a single-server queue with Lévy input. From a cost minimization perspective, we investigate the error induced by using stationary congestion measures as opposed to time-dependent measures. Invoking recent results from fluctuation theory of Lévy processes, we derive a refined cost function, that accounts for transient effects. This leads to a corrected capacity allocation rule for the transient single-server queue. Extensive numerical experiments indicate that the cost reductions achieved by this correction can be significant.

Suggested Citation

  • Britt Mathijsen & Bert Zwart, 2017. "Transient error approximation in a Lévy queue," Queueing Systems: Theory and Applications, Springer, vol. 85(3), pages 269-304, April.
    • Handle: RePEc:spr:queues:v:85:y:2017:i:3:d:10.1007_s11134-016-9511-0
    DOI: 10.1007/s11134-016-9511-0
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    References listed on IDEAS

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