Estimating Customer Impatience in a Service System With Unobserved Balking

Yoshiaki Inoue, Liron Ravner, Michel Mandjes

Research output: Contribution to journalArticlepeer-review


This paper studies a service system in which arriving customers are provided with information about the delay they will experience. Based on this information, they decide to wait for service or leave the system. Specifically, every customer has a patience threshold, and they balk if the observed delay is above the threshold. The main objective is to estimate the parameters of the customers’ patience-level distribution and the corresponding potential arrival rate, using knowledge of the actual queue-length process only. The main complication and distinguishing feature of our setup lies in the fact that customers who decide not to join are not observed, and remarkably, we manage to devise a procedure to estimate the underlying patience and arrival rate parameters. The model is a multiserver queue with a Poisson stream of customers, enabling evaluation of the corresponding likelihood function of the state-dependent effective arrival process. We establish strong consistency of the MLE and derive the asymptotic distribution of the estimation error. Several applications and extensions of the method are discussed. The performance is further assessed through a series of numerical experiments. By fitting parameters of hyper-exponential and generalized hyperexponential distributions, our method provides a robust estimation framework for any continuous patience-level distribution.

Original languageEnglish
Pages (from-to)181-210
Number of pages30
JournalStochastic Systems
Issue number2
StatePublished - 2023

Bibliographical note

Publisher Copyright:
© 2022 The Author(s).


  • balking
  • estimation
  • impatience
  • incomplete information
  • service systems

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Statistics, Probability and Uncertainty
  • Management Science and Operations Research


Dive into the research topics of 'Estimating Customer Impatience in a Service System With Unobserved Balking'. Together they form a unique fingerprint.

Cite this