Bulk queue

In queueing theory, a discipline within the mathematical theory of probability, a bulk queue^[1] (sometimes batch queue^[2]) is a general queueing model where jobs arrive in and/or are served in groups of random size.^[3]^: vii Batch arrivals have been used to describe large deliveries^[4] and batch services to model a hospital out-patient department holding a clinic once a week,^[5] a transport link with fixed capacity^[6]^[7] and an elevator.^[8]

Networks of such queues are known to have a product form stationary distribution under certain conditions.^[9] Under heavy traffic conditions a bulk queue is known to behave like a reflected Brownian motion.^[10]^[11]

Kendall's notation[]

In Kendall's notation for single queueing nodes, the random variable denoting bulk arrivals or service is denoted with a superscript, for example M^X/M^Y/1 denotes an M/M/1 queue where the arrivals are in batches determined by the random variable X and the services in bulk determined by the random variable Y. In a similar way, the GI/G/1 queue is extended to GI^X/G^Y/1.^[1]

Bulk service[]

Customers arrive at random instants according to a Poisson process and form a single queue, from the front of which batches of customers (typically with a fixed maximum size^[12]) are served at a rate with independent distribution.^[5] The equilibrium distribution, mean and variance of queue length are known for this model.^[5]

The optimal maximum size of batch, subject to operating cost constraints, can be modelled as a Markov decision process.^[13]

Bulk arrival[]

Optimal service-provision procedures to minimize long run expected cost have been published.^[4]

Waiting Time Distribution[]

The waiting time distribution of bulk Poisson arrival is presented in.^[14]

References[]

^ ^a ^b Chiamsiri, Singha; Leonard, Michael S. (1981). "A Diffusion Approximation for Bulk Queues". Management Science. 27 (10): 1188–1199. doi:10.1287/mnsc.27.10.1188. JSTOR 2631086.
^ Özden, Eda (2012). Discrete Time Analysis of Consolidated Transport Processes. KIT Scientific Publishing. p. 14. ISBN 978-3866448018.
^ Chaudhry, M. L.; Templeton, James G. C. (1983). A first course in bulk queues. Wiley. ISBN 978-0471862604.
^ ^a ^b Berg, Menachem; van der Duyn Schouten, Frank; Jansen, Jorg (1998). "Optimal Batch Provisioning to Customers Subject to a Delay-Limit". Management Science. 44 (5): 684–697. doi:10.1287/mnsc.44.5.684. JSTOR 2634473.
^ ^a ^b ^c Bailey, Norman T. J. (1954). "On Queueing Processes with Bulk Service". Journal of the Royal Statistical Society, Series B. 61 (1): 80–87. JSTOR 2984011.
^ Deb, Rajat K. (1978). "Optimal Dispatching of a Finite Capacity Shuttle". Management Science. 24 (13): 1362–1372. doi:10.1287/mnsc.24.13.1362. JSTOR 2630642.
^ Glazer, A.; Hassin, R. (1987). "Equilibrium Arrivals in Queues with Bulk Service at Scheduled Times". Transportation Science. 21 (4): 273–278. doi:10.1287/trsc.21.4.273. JSTOR 25768286.
^ Marcel F. Neuts (1967). "A General Class of Bulk Queues with Poisson Input" (PDF). The Annals of Mathematical Statistics. 38 (3): 759–770. doi:10.1214/aoms/1177698869. JSTOR 2238992.
^ Henderson, W.; Taylor, P. G. (1990). "Product form in networks of queues with batch arrivals and batch services". Queueing Systems. 6: 71–87. doi:10.1007/BF02411466.
^ Iglehart, Donald L.; Ward, Whitt (1970). "Multiple Channel Queues in Heavy Traffic. II: Sequences, Networks, and Batches" (PDF). Advances in Applied Probability. 2 (2): 355–369. doi:10.1017/s0001867800037435. JSTOR 1426324. Retrieved 30 Nov 2012.
^ Harrison, P. G.; Hayden, R. A.; Knottenbelt, W. (2013). "Product-forms in batch networks: Approximation and asymptotics" (PDF). Performance Evaluation. 70 (10): 822. CiteSeerX 10.1.1.352.5769. doi:10.1016/j.peva.2013.08.011. Archived from the original (PDF) on 2016-03-03. Retrieved 2015-09-04.
^ Downton, F. (1955). "Waiting Time in Bulk Service Queues". Journal of the Royal Statistical Society, Series B. Royal Statistical Society. 17 (2): 256–261. JSTOR 2983959.
^ Deb, Rajat K.; Serfozo, Richard F. (1973). "Optimal Control of Batch Service Queues". Advances in Applied Probability. 5 (2): 340–361. doi:10.2307/1426040. JSTOR 1426040.
^ Medhi, Jyotiprasad (1975). "Waiting Time Distribution in a Poisson Queue with a General Bulk Service Rule". Management Science. 21 (7): 777–782. doi:10.1287/mnsc.21.7.777. JSTOR 2629773.

[chiamsiri-1] Chiamsiri, Singha; Leonard, Michael S. (1981). "A Diffusion Approximation for Bulk Queues". Management Science. 27 (10): 1188–1199. doi:10.1287/mnsc.27.10.1188. JSTOR 2631086.

[2] Özden, Eda (2012). Discrete Time Analysis of Consolidated Transport Processes. KIT Scientific Publishing. p. 14. ISBN 978-3866448018.

[chaudhry-3] Chaudhry, M. L.; Templeton, James G. C. (1983). A first course in bulk queues. Wiley. ISBN 978-0471862604.

[berg-4] Berg, Menachem; van der Duyn Schouten, Frank; Jansen, Jorg (1998). "Optimal Batch Provisioning to Customers Subject to a Delay-Limit". Management Science. 44 (5): 684–697. doi:10.1287/mnsc.44.5.684. JSTOR 2634473.

[bailey-5] Bailey, Norman T. J. (1954). "On Queueing Processes with Bulk Service". Journal of the Royal Statistical Society, Series B. 61 (1): 80–87. JSTOR 2984011.

[6] Deb, Rajat K. (1978). "Optimal Dispatching of a Finite Capacity Shuttle". Management Science. 24 (13): 1362–1372. doi:10.1287/mnsc.24.13.1362. JSTOR 2630642.

[7] Glazer, A.; Hassin, R. (1987). "Equilibrium Arrivals in Queues with Bulk Service at Scheduled Times". Transportation Science. 21 (4): 273–278. doi:10.1287/trsc.21.4.273. JSTOR 25768286.

[8] Marcel F. Neuts (1967). "A General Class of Bulk Queues with Poisson Input" (PDF). The Annals of Mathematical Statistics. 38 (3): 759–770. doi:10.1214/aoms/1177698869. JSTOR 2238992.

[9] Henderson, W.; Taylor, P. G. (1990). "Product form in networks of queues with batch arrivals and batch services". Queueing Systems. 6: 71–87. doi:10.1007/BF02411466.

[10] Iglehart, Donald L.; Ward, Whitt (1970). "Multiple Channel Queues in Heavy Traffic. II: Sequences, Networks, and Batches" (PDF). Advances in Applied Probability. 2 (2): 355–369. doi:10.1017/s0001867800037435. JSTOR 1426324. Retrieved 30 Nov 2012.

[11] Harrison, P. G.; Hayden, R. A.; Knottenbelt, W. (2013). "Product-forms in batch networks: Approximation and asymptotics" (PDF). Performance Evaluation. 70 (10): 822. CiteSeerX 10.1.1.352.5769. doi:10.1016/j.peva.2013.08.011. Archived from the original (PDF) on 2016-03-03. Retrieved 2015-09-04.

[12] Downton, F. (1955). "Waiting Time in Bulk Service Queues". Journal of the Royal Statistical Society, Series B. Royal Statistical Society. 17 (2): 256–261. JSTOR 2983959.

[13] Deb, Rajat K.; Serfozo, Richard F. (1973). "Optimal Control of Batch Service Queues". Advances in Applied Probability. 5 (2): 340–361. doi:10.2307/1426040. JSTOR 1426040.

[14] Medhi, Jyotiprasad (1975). "Waiting Time Distribution in a Poisson Queue with a General Bulk Service Rule". Management Science. 21 (7): 777–782. doi:10.1287/mnsc.21.7.777. JSTOR 2629773.

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v t Queueing theory
Single queueing nodes	D/M/1 queue M/D/1 queue M/D/c queue M/M/1 queue Burke's theorem M/M/c queue M/M/∞ queue M/G/1 queue Pollaczek–Khinchine formula Matrix analytic method M/G/k queue G/M/1 queue G/G/1 queue Kingman's formula Lindley equation Fork–join queue Bulk queue
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Limit theorems	Fluid limit Mean-field theory Heavy traffic approximation Reflected Brownian motion
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Actuarial models	Bühlmann Cramér–Lundberg Risk process Sparre–Anderson
Queueing models	Bulk Fluid Generalized queueing network M/G/1 M/M/1 M/M/c
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Tools	Cameron–Martin formula Convergence of random variables Doléans-Dade exponential Doob decomposition theorem Doob–Meyer decomposition theorem Doob's optional stopping theorem Dynkin's formula Feynman–Kac formula Filtration Girsanov theorem Infinitesimal generator Itô integral Itô's lemma Karhunen–Loève theorem Kolmogorov continuity theorem Kolmogorov extension theorem Lévy–Prokhorov metric Malliavin calculus Martingale representation theorem Optional stopping theorem Prokhorov's theorem Quadratic variation Reflection principle Skorokhod integral Skorokhod's representation theorem Skorokhod space Snell envelope Stochastic differential equation Tanaka Stopping time Stratonovich integral Uniform integrability Usual hypotheses Wiener space Classical Abstract
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