Cascade equilibrium strategies in a two-server queueing system with inspection cost

2018 ◽  
Vol 267 (3) ◽  
pp. 1014-1026 ◽  
Author(s):  
Refael Hassin ◽  
Ricky Roet-Green
2019 ◽  
Vol 2019 ◽  
pp. 1-13
Author(s):  
Yuejiao Wang ◽  
Zaiming Liu

In this paper, we consider a double-ended queueing system which is a passenger-taxi service system. In our model, we also consider the dynamic taxi control policy which means that the manager adjusts the arrival rate of taxis according to the taxi stand congestion. Under three different information levels, we study the equilibrium strategies as well as socially optimal strategies for arriving passengers by a reward-cost structure. Furthermore, we present several numerical experiments to analyze the relationship between the equilibrium and socially optimal strategies and demonstrate the effect of different information levels as well as several parameters on social benefit.


Mathematics ◽  
2019 ◽  
Vol 7 (11) ◽  
pp. 1029
Author(s):  
Zaiming Liu ◽  
Can Cao ◽  
Shan Gao

We study strategic behavior in the G e o / G e o K / 1 queueing system under both fully observable case and fully unobservable case. Furthermore, equilibrium and socially optimal strategies are obtained according to the available information and the linear utility function. We compare the impact of system parameters on the equilibrium strategies and socially optimal strategies. At the same time, we illustrate the effects of parameters on the obtained equilibrium social benefit. Finally, some numerical examples are presented.


2020 ◽  
Vol 26 ◽  
pp. 41
Author(s):  
Tianxiao Wang

This article is concerned with linear quadratic optimal control problems of mean-field stochastic differential equations (MF-SDE) with deterministic coefficients. To treat the time inconsistency of the optimal control problems, linear closed-loop equilibrium strategies are introduced and characterized by variational approach. Our developed methodology drops the delicate convergence procedures in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. When the MF-SDE reduces to SDE, our Riccati system coincides with the analogue in Yong [Trans. Amer. Math. Soc. 369 (2017) 5467–5523]. However, these two systems are in general different from each other due to the conditional mean-field terms in the MF-SDE. Eventually, the comparisons with pre-committed optimal strategies, open-loop equilibrium strategies are given in details.


Author(s):  
Viktor Afonin ◽  
Vladimir Valer'evich Nikulin

The article focuses on attempt to optimize two well-known Markov systems of queueing: a multichannel queueing system with finite storage, and a multichannel queueing system with limited queue time. In the Markov queuing systems, the intensity of the input stream of requests (requirements, calls, customers, demands) is subject to the Poisson law of the probability distribution of the number of applications in the stream; the intensity of service, as well as the intensity of leaving the application queue is subject to exponential distribution. In a Poisson flow, the time intervals between requirements are subject to the exponential law of a continuous random variable. In the context of Markov queueing systems, there have been obtained significant results, which are expressed in the form of analytical dependencies. These dependencies are used for setting up and numerical solution of the problem stated. The probability of failure in service is taken as a task function; it should be minimized and depends on the intensity of input flow of requests, on the intensity of service, and on the intensity of requests leaving the queue. This, in turn, allows to calculate the maximum relative throughput of a given queuing system. The mentioned algorithm was realized in MATLAB system. The results obtained in the form of descriptive algorithms can be used for testing queueing model systems during peak (unchanged) loads.


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