2016/04/18 by Britt W. J. Mathijsen, Bert Zwart, Mathijsen, Britt +1
Business, Management and Accounting · Computer Science · Decision Sciences · #Advanced Queuing Theory Analysis #Age of Information Optimization #Simulation Techniques and Applications
paper · pdf · doi:10.48550/arxiv.1604.05231
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 by significant.