Stein's method for steady-state diffusion approximations

A Braverman - 2017 - search.proquest.com
Diffusion approximations have been a popular tool for performance analysis in queueing
theory, with the main reason being tractability and computational efficiency. This dissertation …

Stein's method for steady-state diffusion approximations: an introduction through the Erlang-A and Erlang-C models

A Braverman, JG Dai, J Feng - Stochastic Systems, 2017 - pubsonline.informs.org
This paper provides an introduction to the Stein method framework in the context of steady-
state diffusion approximations. The framework consists of three components: the Poisson …

Many-server queues with customer abandonment: A survey of diffusion and fluid approximations

JG Dai, S He - Journal of Systems Science and Systems Engineering, 2012 - Springer
The performance of a call center is sensitive to customer abandonment. In this survey paper,
we focus on G/GI/n+ GI parallel-server queues that serve as a building block to model call …

Increases or discounts: Price strategies based on customers' patience times

J Liu, J Chen, R Bo, F Meng, Y Xu, P Li - European Journal of Operational …, 2023 - Elsevier
This study analyzes dynamic pricing in a non-preemptive M/M/1 service system in which
customers exhibit patience in regard to waiting time. We use a stylized, single-server queue …

Dynamic scheduling in a many-server, multiclass system: The role of customer impatience in large systems

J Kim, RS Randhawa, AR Ward - Manufacturing & Service …, 2018 - pubsonline.informs.org
Problem definition: We study optimal scheduling of customers in service systems, such as
call centers. In such systems, customers typically hang up and abandon the system if their …

Multiclass multiserver queueing system in the Halfin–Whitt heavy traffic regime: Asymptotics of the stationary distribution

D Gamarnik, AL Stolyar - Queueing Systems, 2012 - Springer
We consider a heterogeneous queueing system consisting of one large pool of O (r)
identical servers, where r→∞ is the scaling parameter. The arriving customers belong to …

SRPT scheduling discipline in many-server queues with impatient customers

J Dong, R Ibrahim - Management Science, 2021 - pubsonline.informs.org
The shortest-remaining-processing-time (SRPT) scheduling policy has been extensively
studied, for more than 50 years, in single-server queues with infinitely patient jobs. Yet …

Positive recurrence of piecewise Ornstein–Uhlenbeck processes and common quadratic Lyapunov functions

AB Dieker, X Gao - 2013 - projecteuclid.org
We study the positive recurrence of piecewise Ornstein–Uhlenbeck (OU) diffusion
processes, which arise from many-server queueing systems with phase-type service …

Validity of heavy-traffic steady-state approximations in many-server queues with abandonment

JG Dai, AB Dieker, X Gao - Queueing Systems, 2014 - Springer
We consider GI/Ph/n+ M GI/P h/n+ M parallel-server systems with a renewal arrival process,
a phase-type service time distribution, nn homogenous servers, and an exponential …

On uniform exponential ergodicity of Markovian multiclass many-server queues in the Halfin–Whitt regime

A Arapostathis, H Hmedi… - Mathematics of Operations …, 2021 - pubsonline.informs.org
We study ergodic properties of Markovian multiclass many-server queues that are uniform
over scheduling policies and the size of the system. The system is heavily loaded in the …