Skip to main content
Log in

Optimal control of parallel server systems with many servers in heavy traffic

  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

We consider a parallel server system that consists of several customer classes and server pools in parallel. We propose a simple robust control policy to minimize the total linear holding and reneging costs. We show that this policy is asymptotically optimal under the many-server heavy traffic regime for parallel server systems when the service times are only server pool dependent and exponentially distributed.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Aksin, Z., Armony, M., Mehrotra, V.: The modern call-center: A multi-disciplinary perspective on operations management research. In: Shanthikumar, G., Yao, D. (eds.) Special Issue on Service Operations in honor of John Buzacott, Production and Operations Management, vol. 16, pp. 655–688

  2. Armony, M.: Dynamic routing in large-scale service systems with heterogeneous servers. Queueing Syst. 51, 287–329 (2005)

    Article  Google Scholar 

  3. Armony, M., Maglaras, C.: Contact centers with a call-back option and real-time delay information. Oper. Res. 52, 527–545 (2004)

    Article  Google Scholar 

  4. Armony, M., Maglaras, C.: On customer contact centers with a call-back option: Customer decisions, routing rules and system design. Oper. Res. 52, 271–292 (2004)

    Article  Google Scholar 

  5. Ata, B., Kumar, S.: Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies. Ann. Appl. Probab. 15, 331–391 (2005)

    Article  Google Scholar 

  6. Atar, R.: A diffusion model of scheduling control in queueing systems with many servers. Ann. Appl. Probab. 15, 820–852 (2005)

    Article  Google Scholar 

  7. Atar, R.: Scheduling control for queueing systems with many servers: asymptotic optimality in heavy traffic. Ann. Appl. Probab. 15, 2606–2650 (2005)

    Article  Google Scholar 

  8. Atar, R., Mandelbaum, A., Reiman, M.: Scheduling a multi-class queue with many exponential servers: Asymptotic optimality in heavy-traffic. Ann. Appl. Probab. 14, 1084–1134 (2004)

    Article  Google Scholar 

  9. Atar, R., Mandelbaum, A., Shaikhet, G.: Queueing systems with many servers: null controllability in heavy traffic. Ann. Appl. Probab. 16(4), 1764–1804 (2006)

    Article  Google Scholar 

  10. Bell, S.L., Williams, R.J.: Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: asymptotic optimality of a threshold policy. Ann. Appl. Probab. 11, 608–649 (2001)

    Article  Google Scholar 

  11. Bell, S.L., Williams, R.J.: Dynamic scheduling of a parallel server system in heavy traffic with complete resource pooling: Asymptotic optimality of a threshold policy. Electron. J. Probab. 10, 1044–1115 (2005)

    Google Scholar 

  12. Billingsley, P.: Convergence of Probability Measures. Wiley, New York (1999)

    Google Scholar 

  13. Bramson, M.: State space collapse with application to heavy traffic limits for multiclass queueing networks. Queueing Syst. 30, 89–148 (1998)

    Article  Google Scholar 

  14. Brown, L., Gans, N., Mandelbaum, A., Sakov, A., Zeltyn, S., Zhao, L., Haipeng, S.: Statistical analysis of a telephone call center: A queueing-science perspective. J. Am. Stat. Assoc. 100, 36–50 (2005)

    Article  Google Scholar 

  15. Dai, J.G.: Stability of Fluid and Stochastic Processing Networks. MaPhySto (1999)

  16. Dai, J.G., Lin, W.: Maximum pressure policies in stochastic processing networks. Oper. Res. 53, 197–218 (2005)

    Article  Google Scholar 

  17. Dai, J.G., Lin, W.: Asymptotic optimality of maximum pressure policies in stochastic processing networks. Ann. Appl. Probab. (2008, to appear)

  18. Dai, J.G., Tezcan, T.: State space collapse in many server diffusion limits of parallel server systems. Tech. rep., School of Industrial and Systems Engineering, Georgia Institute of Technology. URL http://www.isye.gatech.edu/~dai/publications/preprints/daiTezcanSSC.pdf (2005)

  19. Ethier, S., Kurtz, T.: Markov Processes: Characterization and Convergence. Wiley, New York (1986)

    Google Scholar 

  20. Gans, N., Koole, G., Mandelbaum, A.: Telephone call centers: Tutorial, review and research prospects. Manuf. Serv. Oper. Manag. 5, 79–141 (2003)

    Google Scholar 

  21. Gurvich, I., Whitt, W.: Service-level differentiation in many-server service systems: a solution based on fixed-queue-ratio routing. Tech. rep., Columbia University, New York, NY (2006)

  22. Gurvich, I., Whitt, W.: Scheduling flexible servers with convex delay costs in many-server service systems. Manuf. Serv. Oper. Manag. (2008, to appear)

  23. Gurvich, I., Armony, M., Mandelbaum, A.: Staffing and control of large-scale service systems with multiple customer classes and fully flexible servers. Manag. Sci. 54, 279–294 (2008)

    Article  Google Scholar 

  24. Halfin, S., Whitt, W.: Heavy-traffic limits for queues with many exponential servers. Oper. Res. 29, 567–588 (1981)

    Article  Google Scholar 

  25. Harrison, J.M.: Brownian models of queueing networks with heterogeneous customer populations. In: Fleming, W., Lions, P.L. (eds.) Stochastic Differential Systems, Stochastic Control Theory and Their Applications. The IMA Volumes in Mathematics and Its Applications, vol. 10, pp. 147–186. Springer, New York (1988)

    Google Scholar 

  26. Harrison, J.M.: Heavy traffic analysis of a system with parallel servers: asymptotic optimality of discrete-review policies. Ann. Appl. Probab. 8, 822–848 (1998)

    Article  Google Scholar 

  27. Harrison, J.M.: Brownian models of open processing networks: Canonical representation of workload. Ann. Appl. Probab. 10, 75–103 (2000)

    Article  Google Scholar 

  28. Harrison, J.M., López, M.J.: Heavy traffic resource pooling in parallel-server systems. Queueing Syst. Theory Appl. 33, 339–368 (1999)

    Article  Google Scholar 

  29. Harrison, J.M., Zeevi, A.: Dynamic scheduling of a multiclass queue in the Halfin and Whitt heavy traffic regime. Oper. Res. 52, 243–257 (2004)

    Article  Google Scholar 

  30. Mandelbaum, A., Stolyar, A.: Scheduling flexible servers with convex delay costs: Heavy-traffic optimality of the generalized cμ-rule. Oper. Res. 52, 836–855 (2004)

    Article  Google Scholar 

  31. Stolyar, A.: Maxweight scheduling in a generalized switch: State space collapse and workload minimization in heavy traffic. Ann. Appl. Probab. 14, 1–53 (2004)

    Article  Google Scholar 

  32. Tezcan, T., Dai, J.G.: Dynamic control of N-systems with many servers: Asymptotic optimality of a static priority policy in heavy traffic. Oper. Res. (2008, to appear)

  33. Van Mieghem, J.: Dynamic scheduling with convex delay costs: the generalized cμ-rule. Ann. Appl. Probab. 5, 809–833 (1995)

    Article  Google Scholar 

  34. Whitt, W.: Stochastic-Process Limits. Springer, New York (2002)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to J. G. Dai.

Additional information

J.G. Dai’s research supported in part by National Science Foundation grants CMMI-0727400 and CNS-0718701, and by an IBM Faculty Award.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Dai, J.G., Tezcan, T. Optimal control of parallel server systems with many servers in heavy traffic. Queueing Syst 59, 95–134 (2008). https://doi.org/10.1007/s11134-008-9078-5

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11134-008-9078-5

Keywords

Mathematics Subject Classification (2000)

Navigation