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dc.contributor.authorBandi, Chaithanya
dc.contributor.authorBertsimas, Dimitris J
dc.contributor.authorYoussef, Nataly
dc.date.accessioned2019-03-11T13:17:14Z
dc.date.available2019-03-11T13:17:14Z
dc.date.issued2015-06
dc.identifier.issn0030-364X
dc.identifier.issn1526-5463
dc.identifier.urihttp://hdl.handle.net/1721.1/120847
dc.description.abstractWe propose an alternative approach for studying queues based on robust optimization. We model the uncertainty in the arrivals and services via polyhedral uncertainty sets, which are inspired from the limit laws of probability. Using the generalized central limit theorem, this framework allows us to model heavy-tailed behavior characterized by bursts of rapidly occurring arrivals and long service times. We take a worst-case approach and obtain closed-form upper bounds on the system time in a multi-server queue. These expressions provide qualitative insights that mirror the conclusions obtained in the probabilistic setting for light-tailed arrivals and services and generalize them to the case of heavy-tailed behavior. We also develop a calculus for analyzing a network of queues based on the following key principles: (a) the departure from a queue, (b) the superposition, and (c) the thinning of arrival processes have the same uncertainty set representation as the original arrival processes. The proposed approach (a) yields results with error percentages in single digits relative to simulation, and (b) is to a large extent insensitive to the number of servers per queue, network size, degree of feedback, and traffic intensity; it is somewhat sensitive to the degree of diversity of external arrival distributions in the network.en_US
dc.publisherInstitute for Operations Research and the Management Sciences (INFORMS)en_US
dc.relation.isversionofhttp://dx.doi.org/10.1287/OPRE.2015.1367en_US
dc.rightsCreative Commons Attribution-Noncommercial-Share Alikeen_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/4.0/en_US
dc.sourceMIT web domainen_US
dc.titleRobust Queueing Theoryen_US
dc.typeArticleen_US
dc.identifier.citationBandi, Chaithanya, Dimitris Bertsimas, and Nataly Youssef. “Robust Queueing Theory.” Operations Research 63, no. 3 (June 2015): 676–700.en_US
dc.contributor.departmentSloan School of Managementen_US
dc.contributor.mitauthorBandi, Chaithanya
dc.contributor.mitauthorBertsimas, Dimitris J
dc.contributor.mitauthorYoussef, Nataly
dc.relation.journalOperations Researchen_US
dc.eprint.versionOriginal manuscripten_US
dc.type.urihttp://purl.org/eprint/type/JournalArticleen_US
eprint.statushttp://purl.org/eprint/status/NonPeerRevieweden_US
dc.date.updated2019-01-28T17:22:15Z
dspace.orderedauthorsBandi, Chaithanya; Bertsimas, Dimitris; Youssef, Natalyen_US
dspace.embargo.termsNen_US
dc.identifier.orcidhttps://orcid.org/0000-0002-1985-1003
dc.identifier.orcidhttps://orcid.org/0000-0003-3807-8607
mit.licenseOPEN_ACCESS_POLICYen_US


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