Otis Jennings, Duke University

Regime Differentiation for an Overloaded, Multiclass, Abandonment Queue: ED, QD, and QED Service
Mar 12, 2012, 12:30 pm1:20 pm
103 - Bendheim Center for Finance


Event Description

Consider an overloaded, multiclass queueing system with abandonment. The single server visits the queues in a cyclic, round robin fashion and processes a class‐specific number of jobs at each visit, if possible. We prove a limit theorem for the K‐dimensional queue length process. Classes are grouped by whether capacity relative to them is effectively over‐, under‐, or critically‐loaded. Equivalence is shown between generalized round robin and generalized processor sharing policies.

Event Category
Probability Seminar