Queuing with future information
Abstract
We study an admissions control problem, where a queue with service rate receives incoming jobs at rate , and the decision maker is allowed to redirect away jobs up to a rate of , with the objective of minimizing the time-average queue length. We show that the amount of information about the future has a significant impact on system performance, in the heavy-traffic regime. When the future is unknown, the optimal average queue length diverges at rate , as . In sharp contrast, when all future arrival and service times are revealed beforehand, the optimal average queue length converges to a finite constant, , as . We further show that the finite limit of can be achieved using only a finite lookahead window starting from the current time frame, whose length scales as , as . This leads to the conjecture of an interesting duality between queuing delay and the amount of information about the future.
Cite
@article{arxiv.1211.0618,
title = {Queuing with future information},
author = {Joel Spencer and Madhu Sudan and Kuang Xu},
journal= {arXiv preprint arXiv:1211.0618},
year = {2014}
}
Comments
Published in at http://dx.doi.org/10.1214/13-AAP973 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)