CONVEXITY OF A GENERAL PERFORMANCE MEASURE FOR MULTISERVER QUEUES.

This paper examines a general performance measure for queueing systems. This criterion reflects both the mean and the variance of sojourn times; the standard deviation is a special case. The measure plays a key role in certain production models, and it should be useful in a variety of other applications. We focus here on convexity properties of an approximation of the measure for the M/G/ c queue. For c greater than equivalent to 2 we show that this quantity is convex in the arrival rate. Assuming the service rate acts as a scale factor in the service-time distribution, the measure is convex in the service rate also.

Duke Scholars

Author Paul H. Zipkin Fuqua School of Business