TY - JOUR
T1 - Diffusion approximations for a multiclass Markovian service system with "guaranteed" and "best effort" service levels
AU - Maglaras, Constantinos
AU - Zeevi, Assaf
PY - 2004/11
Y1 - 2004/11
N2 - This paper considers a Markovian model of a service system motivated by communication and information services. The system has finite processing capacity and offers multiple grades of service. The highest priority users receive a "guaranteed" processing rate, while lower priority users share residual capacity according to their priority level and therefore may experience service degradation (hence the terra " best effort"). This paper focuses on performance analysis for this class of systems. We consider the Halfin-Whitt heavy-traffic regime, where the arrival rate and system processing capacity both grow large in a way that the traffic intensity approaches one. We first derive a multidimensional diffusion approximation for the system dynamics and subsequently obtain a more tractable diffusion limit based on an intuitive "perturbation approach." This method enables us to compute various closed form approximations to steady-state as well as transient congestion-related performance measures. Numerical examples illustrate the accuracy of these approximations.
AB - This paper considers a Markovian model of a service system motivated by communication and information services. The system has finite processing capacity and offers multiple grades of service. The highest priority users receive a "guaranteed" processing rate, while lower priority users share residual capacity according to their priority level and therefore may experience service degradation (hence the terra " best effort"). This paper focuses on performance analysis for this class of systems. We consider the Halfin-Whitt heavy-traffic regime, where the arrival rate and system processing capacity both grow large in a way that the traffic intensity approaches one. We first derive a multidimensional diffusion approximation for the system dynamics and subsequently obtain a more tractable diffusion limit based on an intuitive "perturbation approach." This method enables us to compute various closed form approximations to steady-state as well as transient congestion-related performance measures. Numerical examples illustrate the accuracy of these approximations.
KW - Differentiated services
KW - Diffusion approximations
KW - Halfin-Whitt regime
KW - Many server limits
KW - Parameter perturbations
KW - Service systems
KW - Shared resources
KW - Static priorities
UR - http://www.scopus.com/inward/record.url?scp=10844265011&partnerID=8YFLogxK
U2 - 10.1287/moor.1040.0090
DO - 10.1287/moor.1040.0090
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AN - SCOPUS:10844265011
VL - 29
SP - 786
EP - 813
JO - Mathematics of Operations Research
JF - Mathematics of Operations Research
SN - 0364-765X
IS - 4
ER -