M/M/c queue with two priority classes

This paper provides the first exact analysis of a preemptive M/M/c queue with two priority classes having different service rates. To perform our analysis, we introduce a new technique to reduce the two-dimensionally infinite Markov chain (MC), representing the two class state space, into a one-dime...

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Main Authors: Wang, Jianfu, Baron, Opher, Scheller-Wolf, Alan
Other Authors: Nanyang Business School
Format: Article
Language:English
Published: 2015
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Online Access:https://hdl.handle.net/10356/106035
http://hdl.handle.net/10220/38313
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Institution: Nanyang Technological University
Language: English
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spelling sg-ntu-dr.10356-1060352023-05-19T06:44:41Z M/M/c queue with two priority classes Wang, Jianfu Baron, Opher Scheller-Wolf, Alan Nanyang Business School DRNTU::Business::Operations management This paper provides the first exact analysis of a preemptive M/M/c queue with two priority classes having different service rates. To perform our analysis, we introduce a new technique to reduce the two-dimensionally infinite Markov chain (MC), representing the two class state space, into a one-dimensionally infinite MC, from which the generating function (GF) of the number of low-priority jobs can be derived in closed form. (The high-priority jobs form a simple M/M/c system and are thus easy to solve.) We demonstrate our methodology for the c = 1, 2 cases; when c > 2, the closed-form expression of the GF becomes cumbersome. We thus develop an exact algorithm to calculate the moments of the number of low-priority jobs for any c ≥ 2. Numerical examples demonstrate the accuracy of our algorithm and generate insights on (i) the relative effect of improving the service rate of either priority class on the mean sojourn time of low-priority jobs; (ii) the performance of a system having many slow servers compared with one having fewer fast servers; and (iii) the validity of the square root staffing rule in maintaining a fixed service level for the low-priority class. Finally, we demonstrate the potential of our methodology to solve other problems using the M/M/c queue with two priority classes, where the high-priority class is completely impatient. Accepted version 2015-07-14T03:21:43Z 2019-12-06T22:03:20Z 2015-07-14T03:21:43Z 2019-12-06T22:03:20Z 2015 2015 Journal Article Wang, J., Baron, O., & Scheller-Wolf, A. (2015). M/M/c queue with two priority classes. Operations Research, 63(3), 733-749. 0030-364X https://hdl.handle.net/10356/106035 http://hdl.handle.net/10220/38313 10.1287/opre.2015.1375 en Operations research © 2015 INFORMS. This is the author created version of a work that has been peer reviewed and accepted for publication by Operations Research, INFORMS. It incorporates referee’s comments but changes resulting from the publishing process, such as copyediting, structural formatting, may not be reflected in this document. The published version is available at: [http://dx.doi.org/10.1287/opre.2015.1375]. application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic DRNTU::Business::Operations management
spellingShingle DRNTU::Business::Operations management
Wang, Jianfu
Baron, Opher
Scheller-Wolf, Alan
M/M/c queue with two priority classes
description This paper provides the first exact analysis of a preemptive M/M/c queue with two priority classes having different service rates. To perform our analysis, we introduce a new technique to reduce the two-dimensionally infinite Markov chain (MC), representing the two class state space, into a one-dimensionally infinite MC, from which the generating function (GF) of the number of low-priority jobs can be derived in closed form. (The high-priority jobs form a simple M/M/c system and are thus easy to solve.) We demonstrate our methodology for the c = 1, 2 cases; when c > 2, the closed-form expression of the GF becomes cumbersome. We thus develop an exact algorithm to calculate the moments of the number of low-priority jobs for any c ≥ 2. Numerical examples demonstrate the accuracy of our algorithm and generate insights on (i) the relative effect of improving the service rate of either priority class on the mean sojourn time of low-priority jobs; (ii) the performance of a system having many slow servers compared with one having fewer fast servers; and (iii) the validity of the square root staffing rule in maintaining a fixed service level for the low-priority class. Finally, we demonstrate the potential of our methodology to solve other problems using the M/M/c queue with two priority classes, where the high-priority class is completely impatient.
author2 Nanyang Business School
author_facet Nanyang Business School
Wang, Jianfu
Baron, Opher
Scheller-Wolf, Alan
format Article
author Wang, Jianfu
Baron, Opher
Scheller-Wolf, Alan
author_sort Wang, Jianfu
title M/M/c queue with two priority classes
title_short M/M/c queue with two priority classes
title_full M/M/c queue with two priority classes
title_fullStr M/M/c queue with two priority classes
title_full_unstemmed M/M/c queue with two priority classes
title_sort m/m/c queue with two priority classes
publishDate 2015
url https://hdl.handle.net/10356/106035
http://hdl.handle.net/10220/38313
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