Minimizing response times and queue lengths in systems of parallel queues

Citation
G. Koole et al., Minimizing response times and queue lengths in systems of parallel queues, J APPL PROB, 36(4), 1999, pp. 1185-1193
Citations number
12
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF APPLIED PROBABILITY
ISSN journal
00219002 → ACNP
Volume
36
Issue
4
Year of publication
1999
Pages
1185 - 1193
Database
ISI
SICI code
0021-9002(199912)36:4<1185:MRTAQL>2.0.ZU;2-4
Abstract
We consider the problem of routeing customers to one of two parallel queues . Arrivals are independent of the state of the system but otherwise arbitra ry. Assuming that queues have infinite capacities and the service times for m a sequence of i.i.d. random variables with increasing likelihood ratio (I LR) distribution, we prove that the shortest queue (SQ) policy minimizes va rious cost functionals related to queue lengths and response times. We give a counterexample which shows that this result is not generally true when t he service times have increasing hazard rate but are not increasing in the likelihood rate sense. Finally, we show that when capacities are finite the SQ policy stochastically maximizes the departure process and minimizes the loss counting process.