Optimization of Queueing Systems Using Streaming Simulation

Lambert, Robert and Grant, James A. and Shone, Robert and Szechtman, Roberto (2026) Optimization of Queueing Systems Using Streaming Simulation. In: 2025 Winter Simulation Conference (WSC) :. IEEE, USA. ISBN 9798331587277

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Abstract

We consider the problem of adaptively determining the optimal number of servers in an M/G/c queueing system in which the unknown arrival rate must be estimated using data that arrive sequentially over a series of observation periods. We propose a stochastic simulation-based approach that uses iteratively updated parameters within a greedy decision-making policy, with the selected number of servers minimising a Monte Carlo estimate of a chosen objective function. Under minimal assumptions, we derive a central limit theorem for the Monte Carlo estimator and derive an asymptotic bound on the probability of incorrect selection of the policy. We also demonstrate the empirical performance of the policy in a finite-time numerical experiment.