arXiv subjects

Heng-Li Liu

Publications and source records attributed to Heng-Li Liu.

4 recordsLinked to original sources

arXiv2022

Double-End Queues with Non-Poisson Inputs and Their Effective Algorithms

It is interesting and challenging to study double-ended queues with First-Come-First-Match discipline under customers' impatient behavior and non-Poisson inputs. The system stability can be guaranteed by the customers' impatient behavior, while the existence of impatient customers makes analysis of such double-ended queues more difficult or even impossible to find an explicitly analytic solution, thus it becomes more and more important to develop effective numerical methods in a variety of practical matching problems. This paper studies a block-structured double-ended queue, whose block structure comes from two independent Markovian arrival processes (MAPs), which are non-Poisson inputs. We show that such a queue can be expressed as a new bilateral quasi birth-and-death (QBD) process which has its own interest. Based on this, we provide a detailed analysis for both the bilateral QBD process and the double-ended queue, including the system stability, the queue size distributions, the average stationary queue lengths, and the sojourn time of any arriving customers. Furthermore, we develop three effective algorithms for computing the performance measures (i.e., the probabilities of stationary queue lengths, the average stationary queue lengths, and the average sojourn times) of the double-ended queue with non-Poisson inputs. Finally, we use some numerical examples in tabular and graphical to illustrate how the performance measures are influenced by some key system parameters. We believe that the methodology and results described in this paper can be applicable to deal with more general double-ended queues in practice, and develop some effective algorithms for the purpose of many actual uses.

math.PR↗

arXiv2021

Two Basic Queueing Models of Service Platforms in Digital Sharing Economy

This paper describes two basic queueing models of service platforms in digital sharing economy by means of two different policies of platform matching information. We show that the two queueing models of service platforms can be expressed as the level-independent quasi birth-and-death (QBD) processes. Using the proposed QBD processes, we provide a detailed analysis for the two queueing models of service platforms, including the system stability, the average stationary numbers of seekers and of idle owners, the expected sojourn time of an arriving seeker, and the expected profits for both the service platform and each owner. Finally, numerical examples are employed to verify our theoretical results, and demonstrate how the performance measures of service platforms are influenced by some key system parameters. We believe that the methodology and results developed in this paper not only can be applied to develop a broad class of queuing models of service platforms, but also will open a series of promising innovative research on performance evaluation, optimal control and queueing-game of service platforms and digital sharing economy.

cs.PF↗

arXiv2021

Matched Queues with Matching Batch Pair (m, n)

In this paper, we discuss an interesting but challenging bilateral stochastically matching problem: A more general matched queue with matching batch pair (m, n) and two types (i.e., types A and B) of impatient customers, where the arrivals of A- and B-customers are both Poisson processes, m A-customers and n B-customers are matched as a group which leaves the system immediately, and the customers' impatient behavior is to guarantee the stability of the system. We show that this matched queue can be expressed as a novel bidirectional level-dependent quasi-birth-and-death (QBD) process. Based on this, we provide a detailed analysis for this matched queue, including the system stability, the average stationary queue lengthes, and the average sojourn time of any A-customer or B-customer. We believe that the methodology and results developed in this paper can be applicable to dealing with more general matched queueing systems, which are widely encountered in various practical areas, for example, sharing economy, ridesharing platform, bilateral market, organ transplantation, taxi services, assembly systems, and so on.

math.PR↗

arXiv2021

A Complete Algebraic Solution to the Optimal Dynamic Rationing Policy in the Stock-Rationing Queue with Two Demand Classes

In this paper, we study a stock-rationing queue with two demand classes by means of the sensitivity-based optimization, and develop a complete algebraic solution to the optimal dynamic rationing policy. We show that the optimal dynamic rationing policy must be of transformational threshold type. Based on this finding, we can refine three sufficient conditions under each of which the optimal dynamic rationing policy is of threshold type (i.e., critical rationing level). To do this, we use the performance difference equation to characterize the monotonicity and optimality of the long-run average profit of this system, and thus establish some new structural properties of the optimal dynamic rationing policy by observing any given reference policy. Finally, we use numerical experiments to demonstrate our theoretical results of the optimal dynamic rationing policy. We believe that the methodology and results developed in this paper can shed light on the study of stock-rationing queues and open a series of potentially promising research.

math.OC↗