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European Journal of Operational Research
Volume 167, Issue 1, 16 November 2005, Pages 179-207
 
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doi:10.1016/j.ejor.2002.11.005    How to Cite or Link Using DOI (Opens New Window)
Copyright © 2004 Elsevier B.V. All rights reserved.

Stochastics and Statistics

Queueing systems with leadtime constraints: A fluid-model approach for admission and sequencing control

Constantinos MaglarasE-mail The Corresponding Author, a and Jan A. Van MieghemCorresponding Author Contact Information, E-mail The Corresponding Author, b

a Graduate School of Business, Columbia University, 409 Uris Hall, New York, NY 10027-6902, USA b Kellogg Graduate School of Management, Department of Managerial Economics and Decision Sciences, Northwestern University, 2001 Sheridan Road, Evanston, IL 60208-2009, USA

Received 2 February 2001; 
accepted 18 March 2004. 
Available online 18 May 2004.

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Abstract

We study how multi-product queueing systems should be controlled so that sojourn times (or end-to-end delays) do not exceed specified leadtimes. The network dynamically decides when to admit new arrivals and how to sequence the jobs in the system. To analyze this difficult problem, we propose an approach based on fluid-model analysis that translates the leadtime specifications into deterministic constraints on the queue length vector. The main benefit of this approach is that it is possible (and relatively easy) to construct scheduling and multi-product admission policies for leadtime control. Additional results are: (a) While this approach is simpler than a heavy-traffic approach, the admission policies that emerge from it are also more specific than, but consistent with, those from heavy-traffic analysis. (b) A simulation study gives a first indication that the policies also perform well in stochastic systems. (c) Our approach specifies a “tailored” admission region for any given sequencing policy. Such joint admission and sequencing control is “robust” in the following sense: system performance is relatively insensitive to the particular choice of sequencing rule when used in conjunction with tailored admission control. As an example, we discuss the tailored admission regions for two well-known sequencing policies: Generalized Processor Sharing and Generalized Longest Queue. (d) While we first focus on the multi-product single server system, we do extend to networks and identify some subtleties.

Author Keywords: Queueing; Scheduling; Lead times; Admission control; Fluid models

Article Outline

1. Introduction
2. The multi-product single server system with leadtime constraints
3. Admission control in the single server system
3.1. The largest transient admission region RT and GSD sequencing
3.2. Admission control regions tailored to different sequencing rules
3.2.1. Admission region under GLQ(θ)
3.2.2. Admission region under GPS(φ)
3.3. Mixed analysis: Fluid model with batch arrivals
4. Simulation study of the control policies in the stochastic single-server system
4.1. Performance without admission control
4.2. Performance with admission control
5. Multi-class networks with leadtime constraints
5.1. Network model
5.2. Modeling and control for multi-class networks with leadtime constraints
5.3. Admission control in networks with leadtime constraints
5.4. Sequencing in networks with leadtime constraints
6. Concluding remarks
Acknowledgements
Appendix A. Proofs
A.1. Proof of Proposition 2
A.2. Proof of Proposition 3: GLQ(θ) fluid admission region
A.3. Proof of Proposition 5: GPS(φ) fluid admission region
A.4. Proof of Proposition 7
References









 
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