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Performance Evaluation
Volume 63, Issue 8, August 2006, Pages 799-824
 
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doi:10.1016/j.peva.2005.09.001    
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Copyright © 2005 Elsevier B.V. All rights reserved.

Approximating multi-skill blocking systems by HyperExponential Decomposition

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Geert Jan Franxa, E-mail The Corresponding Author, Ger Koolea, E-mail The Corresponding Author and Auke PotCorresponding Author Contact Information, a, E-mail The Corresponding Author, E-mail The Corresponding Author

aVrije Universiteit, De Boelelaan 1081a, 1081 HV Amsterdam, The Netherlands


Received 25 October 2004; 
revised 23 August 2005. 
Available online 12 October 2005.

Abstract

We consider multi-class blocking systems in which jobs require a single processing step. There are groups of servers that can each serve a different subset of all job classes. The assignment of jobs occurs according to some fixed overflow policy. We are interested in the blocking probabilities of each class. This model can be used for call centers, tele-communication and computer networks. An approximation method is presented that takes the burstiness of the overflow processes into account. This is achieved by assuming hyperexponential distributions of the inter-overflow times. The approximations are validated with simulation and we make a comparison to existing approximation methods. The overall blocking probability turns out to be approximated with high accuracy by several methods. However, the individual blocking probabilities per class are significantly more accurate for the method that is introduced in this paper.

Keywords: Multi-class blocking system; Blocking probability; Equivalent Random Method; Hayward-Fredericks method; Interrupted Poisson Process method; Call center; Hyperexponential distribution; Decomposition; Overflow routing

Article Outline

1. Introduction
1.1. Equivalent Random Method
1.2. Hayward-Fredericks method
1.3. Interrupted Poisson Process method
1.4. HyperExponential Decomposition
2. Model description
2.1. Model limitation
3. Fitting the overflow process of the M/M/s/s model
4. HyperExponential Decomposition algorithm
4.1. Determining the level of each group (line 1)
4.2. Weighted average service rate (line 4)
4.3. Calculating the overflow rate (line 5)
4.4. Determining the second and third moment of the overflow process (line 7)
4.5. Determining overflow processes to the next groups, dispatching (line 9)
5. Comparison to simulation (computation times)
6. Numerical results
7. Conclusions and further research
Acknowledgements
Appendix A. Exact analysis
A.1. Transitions
A.2. Assignment
A.3. Blocking
A.4. Completion
A.5. Equilibrium probabilities
Appendix B. Numerical comparison
Instance 1
Instance 2
Instance 3
Instance 4
Instance 5
Instance 6
Instance 7
Instance 8
Instance 9
Instance 10
Instance 11
Instance 12
Instance 13
Instance 14
Instance 15
Instance 16
Instance 17
Instance 18
References
Vitae









Corresponding Author Contact InformationCorresponding author. Tel.: +31 20 5987687.

Performance Evaluation
Volume 63, Issue 8, August 2006, Pages 799-824
 
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