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Robust heavy-traffic approximations for service systems facing overdispersed demand

Author

Listed:
  • Britt W. J. Mathijsen

    (Eindhoven University of Technology)

  • A. J. E. M. Janssen

    (Eindhoven University of Technology)

  • Johan S. H. Leeuwaarden

    (Eindhoven University of Technology)

  • Bert Zwart

    (Eindhoven University of Technology
    Centrum Wiskunde and Informatica)

Abstract

Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete-time stochastic models for which we derive heavy-traffic approximations that are scalable in the system size. Subsequently, we show how this leads to novel capacity sizing rules that acknowledge the presence of overdispersion. This, in turn, leads to robust approximations for performance characteristics of systems that are of moderate size and/or may not operate in heavy traffic.

Suggested Citation

  • Britt W. J. Mathijsen & A. J. E. M. Janssen & Johan S. H. Leeuwaarden & Bert Zwart, 2018. "Robust heavy-traffic approximations for service systems facing overdispersed demand," Queueing Systems: Theory and Applications, Springer, vol. 90(3), pages 257-289, December.
    • Handle: RePEc:spr:queues:v:90:y:2018:i:3:d:10.1007_s11134-018-9584-z
    DOI: 10.1007/s11134-018-9584-z
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    References listed on IDEAS

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    Cited by:

    1. Heemskerk, M. & Mandjes, M. & Mathijsen, B., 2022. "Staffing for many-server systems facing non-standard arrival processes," European Journal of Operational Research, Elsevier, vol. 296(3), pages 900-913.

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