Project

Numerical solution techniques for queueing games

Code
bof/baf/4y/2024/01/297
Duration
01 January 2024 → 31 December 2025
Funding
Regional and community funding: Special Research Fund
Research disciplines
  • Natural sciences
    • Operations research and mathematical programming
  • Engineering and technology
    • Other computer engineering, information technology and mathematical engineering not elsewhere classified
Keywords
game theory Markov processes queueing theory
 
Project description

A queueing game is a mathematical model that combines elements of queueing theory and game theory to analyse situations in which multiple customers make decisions about when and how to join a queue or wait for a service. These models are used to study the strategic behaviour of individuals in scenarios where delays or waiting times occur, such as in queues in a bank, in call centres or in computer networks.

While simple queueing games can be analysed in closed form, the most interesting queueing games involve multiple queues as well as different customer actions based on the size of the different queues. Such queueing models are usually not amenable for an exact performance analysis, which is required before any game-theoretic reasoning. In this project, we will therefore develop approximate numerical techniques that provide both the computational speed and accuracy required for game-theoretic analysis.

The project will apply the modelling efforts in different contexts: to revenue management in queueing-inventory problems, to routing in road traffic problems, and to explanatory models for customer behaviour in service systems.