Strategic arrivals to a queue with service rate uncertainty

Liron Ravner, Yutaka Sakuma

Research output: Contribution to journalArticlepeer-review

Abstract

We study the problem of strategic choice of arrival time to a single-server queue with opening and closing times when there is uncertainty regarding service speed. A Poisson population of customers choose their arrival time with the goal of minimizing their expected waiting times and are served on a first-come first-served basis. There are two types of customers that differ in their beliefs regarding the service-time distribution. The inconsistent beliefs may arise from randomness in the server state along with noisy signals that customers observe. Customers are aware of the two types of populations with differing beliefs. We characterize the Nash equilibrium dynamics for exponentially distributed service times and show how they substantially differ from the model with homogeneous customers. We further provide an explicit solution for a fluid approximation of the game. For general service-time distributions we provide an algorithm for computing the equilibrium in a discrete-time setting. We find that in equilibrium customers with different beliefs arrive during different (and often disjoint) time intervals. Numerical analysis further shows that the mean waiting time increases with the coefficient of variation of the service time. Furthermore, we present a learning agent-based model (ABM) in which customers make joining decisions based solely on their signals and past experience. We numerically compare the long-term average outcome of the ABM with that of the equilibrium and find that the arrival distributions are quite close if we assume (for the equilibrium solution) that customers are fully rational and have knowledge of the system parameters, while they may greatly differ if customers have limited information or computing abilities.

Original languageEnglish
Pages (from-to)303-341
Number of pages39
JournalQueueing Systems
Volume97
Issue number3-4
DOIs
StatePublished - Apr 2021
Externally publishedYes

Bibliographical note

Funding Information:
The authors wish to thank Refael Hassin for his helpful comments on a preliminary draft of this manuscript. The first author?s work was supported by the NWO Gravitation project Networks , Grant Number 024.002.003. The second author?s work was supported by JSPS KAKENHI Grant No. JP18K11186.

Publisher Copyright:
© 2021, The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature.

Keywords

  • Agent-based model
  • Delay estimation and learning
  • Queueing game
  • Service rate uncertainty
  • Strategic arrival times

ASJC Scopus subject areas

  • Statistics and Probability
  • Computer Science Applications
  • Management Science and Operations Research
  • Computational Theory and Mathematics

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