Abstract

http://ssrn.com/abstract=1713984
 
 

References (9)



 


 



Accuracy of Fluid Approximations for Queueing Systems with Congestion-Sensitive Demand and Implications for Capacity Sizing


Ramandeep S. Randhawa


University of Southern California

August 15, 2011


Abstract:     
We study the accuracy of fluid approximations in single- and many-server queueing systems in which the arrival rate depends on the congestion in the system. If the potential demand rate exceeds the system's capacity, the fluid approximations are found to exhibit O(1)-accuracy --- their error does not increase with system size. These fluid approximations are used to solve two capacity sizing problems: minimizing total system cost and maximizing social welfare. We find that the solutions to both these problems exhibit interesting differences, and further that under some conditions, the fluid prescriptions exhibit o(1)-optimality, that is, their optimality gap is asymptotically zero.

Number of Pages in PDF File: 17

Keywords: Limit theorems, fluid approximations, Order 1 accuracy, O(1)

working papers series





Download This Paper

Date posted: November 24, 2010 ; Last revised: November 1, 2012

Suggested Citation

Randhawa, Ramandeep S., Accuracy of Fluid Approximations for Queueing Systems with Congestion-Sensitive Demand and Implications for Capacity Sizing (August 15, 2011). Available at SSRN: http://ssrn.com/abstract=1713984 or http://dx.doi.org/10.2139/ssrn.1713984

Contact Information

Ramandeep S. Randhawa (Contact Author)
University of Southern California ( email )
Marshall School of Business
BRI 401, 3670 Trousdale Parkway
Los Angeles, CA 90089
United States
Feedback to SSRN


Paper statistics
Abstract Views: 363
Downloads: 61
Download Rank: 215,049
References:  9

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo3 in 0.406 seconds