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- Title
Transient error approximation in a Lévy queue.
- Authors
Mathijsen, Britt; Zwart, Bert
- 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.
- Subjects
QUEUEING networks; TRANSIENT analysis; LEVY processes; COST functions; ERROR analysis in mathematics
- Publication
Queueing Systems, 2017, Vol 85, Issue 3/4, p269
- ISSN
0257-0130
- Publication type
Article
- DOI
10.1007/s11134-016-9511-0