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How Hard are Steady-State Queueing Simulations?

Published: 16 November 2015 Publication History

Abstract

Some queueing systems require tremendously long simulation runlengths to obtain accurate estimators of certain steady-state performance measures when the servers are heavily utilized. However, this is not uniformly the case. We analyze a number of single-station Markovian queueing models, demonstrating that several steady-state performance measures can be accurately estimated with modest runlengths. Our analysis reinforces the meta result that if the queue is “well dimensioned,” then simulation runlengths will be modest. Queueing systems can be well dimensioned because customers abandon if they are forced to wait in line too long, or because the queue is operated in the “quality- and efficiency-driven regime” in which servers are heavily utilized but wait times are short. The results are based on computing or bounding the asymptotic variance and bias for several standard single-station queueing models and performance measures.

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Published In

cover image ACM Transactions on Modeling and Computer Simulation
ACM Transactions on Modeling and Computer Simulation  Volume 25, Issue 4
Special Issue on Don Iglehart
November 2015
139 pages
ISSN:1049-3301
EISSN:1558-1195
DOI:10.1145/2774955
Issue’s Table of Contents
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 16 November 2015
Accepted: 01 March 2015
Revised: 01 January 2015
Received: 01 July 2013
Published in TOMACS Volume 25, Issue 4

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Author Tags

  1. Diffusion approximations
  2. Markovian queues
  3. asymptotic variance

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Cited By

View all
  • (2022)Energy-Aware and Delay-Sensitive Management of a Drone Delivery SystemManufacturing & Service Operations Management10.1287/msom.2021.105624:3(1294-1310)Online publication date: May-2022
  • (2020)Solving Poisson’s equation for birth-death chains: Structure, instability, and accurate approximationPerformance Evaluation10.1016/j.peva.2020.102163(102163)Online publication date: Oct-2020
  • (2018)Creating Work Breaks from Available IdlenessManufacturing & Service Operations Management10.1287/msom.2017.068220:4(721-736)Online publication date: 1-Oct-2018
  • (undefined)Dynamic Scheduling of a Battery-Operated QueueSSRN Electronic Journal10.2139/ssrn.3542316

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