Robust design of server capability in M/M/1 queues with both partly random arrival and service rates

Research output: Contribution to journalArticle

13 Citations (Scopus)

Abstract

In this paper we consider a robust design of controllable factors related to the server capability in M/M/1 queues where both arrival and service rates are assumed to be partly random. The performance of an individual queue is measured in terms of the random traffic intensity parameter defined as the ratio of the arrival rate to the service rate where both rates are functions of associated characteristics of an individual queue and a random error. We utilize the empirical Bayes estimator of the traffic intensity parameter and employ a Monte-Carlo simulation to find the optimal levels of server characteristics with respect to mean squared error. An example is given to illustrate how the proposed procedures can be applied to the robust design of a transmission line. Robust design is an important issue and has been extensively applied to both product and manufacturing process design so that the resulting quality can consistently satisfy customers under the variation of some uncontrollable factors. We apply this concept to design server capability in a queueing system for given arrival rates. In order to reflect random phenomena, we use Bayesian approach to estimate parameters in the given queueing model. We expect that the resulting robust design procedure can be effectively utilized for budgeting server levels of various queueing systems.

Original languageEnglish
Pages (from-to)433-440
Number of pages8
JournalComputers and Operations Research
Volume29
Issue number5
DOIs
Publication statusPublished - 2001 Apr 1

Fingerprint

M/M/1 Queue
Robust Design
Servers
Server
Queueing System
Queue
Traffic
Empirical Bayes Estimator
Process Design
Queueing Model
Random Error
Transmission Line
Budget control
Mean Squared Error
Bayesian Approach
Random errors
Customers
Monte Carlo Simulation
Manufacturing
Electric lines

All Science Journal Classification (ASJC) codes

  • Computer Science(all)
  • Modelling and Simulation
  • Management Science and Operations Research

Cite this

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Robust design of server capability in M/M/1 queues with both partly random arrival and service rates. / Sohn, So Young.

In: Computers and Operations Research, Vol. 29, No. 5, 01.04.2001, p. 433-440.

Research output: Contribution to journalArticle

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