Externalities in queues as stochastic processes: The case of M/G/1

Date
-
Speaker
Dr. Royi Jacobovic
Place
BIU Engineering Building 1103, Room 329
Abstract

Externalities are the costs that a user of a common resource imposes on others. For example, consider a FCFS M/G/1queue and a customer with service demand of x\geq0minutes who arrived into the system when the workload level was v\geq0minutes. Let E_v(x)be the total waiting time which could be saved if this customer gave up on his service demand. In this work, we analyse the externalities process \left\{E_v(x);x\geq0\right\}. The analysis includes a decomposition which yields several results: Convexity of E_v(\cdot), an exact expression for the auto-covariance and a Gaussian approximation of E_v(\cdot). Finally, we also consider the extended framework when vis a general nonnegative random variable which is independent from the arrival process and the service demands. This leads to a generalization of an existing result from a previous work of Haviv and Ritov (1998). (A joint work with Michel Mandjes)

Short-bio:

 Royi Jacobovic received his Ph.D. in operations research from The Hebrew University of Jerusalem in October 2020 under the supervision of Prof. Offer Kella. Since that time, he has been a postdoctoral researcher at University of Haifa and The Hebrew University of Jerusalem. Royi joined the NETWORKS program in April 2022 as a postdoctoral researcher, working with Prof. Michel Mandjes. His research includes various topics in applied probability, stochastic operations research and mathematical statistics. 

Last Updated Date : 30/10/2022