Results 1 -
3 of
3
Efficiency-driven heavy-traffic approximations for many-server queues with abandonments
- Management Science
, 2004
"... Motivated by the desire to understand the performance of service-oriented call centers, which often provide low-to-moderate quality of service, this paper investigates the efficiency-driven (ED) limiting regime for many-server queues with abandonments. The starting point is the realization that, in ..."
Abstract
-
Cited by 37 (26 self)
- Add to MetaCart
Motivated by the desire to understand the performance of service-oriented call centers, which often provide low-to-moderate quality of service, this paper investigates the efficiency-driven (ED) limiting regime for many-server queues with abandonments. The starting point is the realization that, in the presence of substantial customer abandonment, call-center service-level agreements (SLA’s) can be met in the ED regime, where the arrival rate exceeds the maximum possible service rate. Mathematically, the ED regime is defined by letting the arrival rate and the number of servers increase together so that the probability of abandonment approaches a positive limit. To obtain the ED regime, it suffices to let the arrival rate and the number of servers increase with the traffic intensity ρ held fixed with ρ> 1 (so that the arrival rate exceeds the maximum possible service rate). Even though the probability of delay necessarily approaches 1 in the ED regime, the ED regime can be realistic because, due to the abandonments, the delays need not be excessively large. This paper establishes ED many-server heavy-traffic limits and develops associated ap-proximations for performance measures in the M/M/s/r + M model, having a Poisson arrival process, exponential service times, s servers, r extra waiting spaces and exponential abandon times (the final +M). In the ED regime, essentially the same limiting behavior occurs when the abandonment rate α approaches 0 as when the number of servers s approaches ∞; in-deed, it suffices to assume that s/α → ∞. The ED approximations are shown to be useful by comparing them to exact numerical results for the M/M/s/r + M model obtained using an algorithm developed in Whitt (2003), which exploits numerical transform inversion.
Models of Parallel Applications with Large Computation and I/O Requirements
- IEEE TRANS. ON SOFTWARE ENGINEERING
, 2002
"... ... In this paper, we present a formal model of the behavior of CPU and I/O interactions in scientific applications, from which we derive various formulas that characterize application performance. Our model captures the I/O and CPU activity at different levels of granularity, where results from t ..."
Abstract
-
Cited by 13 (0 self)
- Add to MetaCart
... In this paper, we present a formal model of the behavior of CPU and I/O interactions in scientific applications, from which we derive various formulas that characterize application performance. Our model captures the I/O and CPU activity at different levels of granularity, where results from the model are shown to be in excellent agreement with measurement data from a set of I/O-intensive applications. Using the formulas from our model, which explicitly take I/O activity into account, we also present examples of possible applications of the model.
Variance reduction in simulation of loss models
- Operations Research
, 1999
"... We propose a new estimator of steady-state blocking probabilities for simulations of stochastic loss models that can be much more efficient than the natural estimator (ratio of losses to arrivals). The proposed estimator is a convex combination of the natural estimator and an indirect estimator base ..."
Abstract
-
Cited by 10 (8 self)
- Add to MetaCart
We propose a new estimator of steady-state blocking probabilities for simulations of stochastic loss models that can be much more efficient than the natural estimator (ratio of losses to arrivals). The proposed estimator is a convex combination of the natural estimator and an indirect estimator based on the average number of customers in service, obtained from Little’s law (L = λW). It exploits the known offered load (product of the arrival rate and the mean service time). The variance reduction is dramatic when the blocking probability is high and the service times are highly variable. The advantage of the combination estimator in this regime is partly due to the indirect estimator, which itself is much more efficient than the natural estimator in this regime, and partly due to strong correlation (most often negative) between the natural and indirect estimators. In general, when the variances of two component estimators are very different, the variance reduction from the optimal convex combination is about 1 − ρ 2, where ρ is the correlation between the component estimators. For loss models, the variances of the natural and indirect estimators are very different under both light and heavy loads. The combination estimator is effective for estimating multiple blocking probabilities in loss networks with multiple traffic classes, some of which are in normal

