Applied Probability Seminar - Jamol Pender
TITLE: Observable vs. Unobservable Queues
Upon arrival to a ticket queue, a customer is offered a slip of paper with a number on it (indicating the order of arrival to the system) and is told the number of the customer currently in service. The arriving customer then chooses whether to take the slip or balk, a decision based on the perceived queue length and associated waiting time. Even after taking a ticket, a customer may abandon the queue, an event that will be unobservable until the abandoning customer would have begun service. In contrast, a standard queue has a physical waiting area so that abandonment is apparent immediately when it takes place and balking is based on the actual queue length at the time of arrival. We prove heavy traffic limit theorems for the generalized ticket and standard queueing processes in the single server setting, discovering that the processes converge together to the same limit, a regulated Ornstein-Uhlenbeck (ROU) process. One conclusion is that for a highly utilized service sys tem with a relatively patient customer population, the ticket and standard queue performances are asymptotically indistinguishable on the scale typically uncovered under heavy traffic approaches. Next, we heuristically estimate several performance metrics of the ticket queue, some of which are of a sensitivity typically undetectable under diffusion scaling. The estimates are tested using simulation and are shown to be quite accurate under a general collection of parameter settings.
Bio: Jamol Pender is an assistant professor at Cornell ORIE, having completed his Ph.D. at Princeton ORFE and a postdoc at Columbia IEOR.
- Workflow Status: Published
- Created By: Anita Race
- Created: 03/31/2016
- Modified By: Fletcher Moore
- Modified: 04/13/2017