On the relation between the mean and variance of delay in dynamic queues with random capacity and demand

Mogens Fosgerau

doi:10.1016/j.jedc.2009.12.002

On the relation between the mean and variance of delay in dynamic queues with random capacity and demand

Mogens Fosgerau^*

^*Corresponding author af dette arbejde

Økonomisk Institut

40 Citationer (Scopus)

Abstract

This paper investigates the distribution of delays during a repeatedly occurring demand peak in a congested facility with random capacity and demand, such as an airport or an urban road. Congestion is described in the form of a dynamic queue using the Vickrey bottleneck model and assuming Nash equilibrium in arrival times. The paper shows that the expected delay and the variance of delay vary differently over time during the peak and must hence be considered separately. The paper gives some characterization of how the expected delay and the variance of delay are related, which explain the looping phenomenon that has now been observed a number of times. Empirical illustration is provided.

Originalsprog	Engelsk
Tidsskrift	Journal of Economic Dynamics and Control
Vol/bind	34
Udgave nummer	4
Sider (fra-til)	598-603
Antal sider	6
ISSN	0165-1889
DOI	https://doi.org/10.1016/j.jedc.2009.12.002
Status	Udgivet - apr. 2010

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AB - This paper investigates the distribution of delays during a repeatedly occurring demand peak in a congested facility with random capacity and demand, such as an airport or an urban road. Congestion is described in the form of a dynamic queue using the Vickrey bottleneck model and assuming Nash equilibrium in arrival times. The paper shows that the expected delay and the variance of delay vary differently over time during the peak and must hence be considered separately. The paper gives some characterization of how the expected delay and the variance of delay are related, which explain the looping phenomenon that has now been observed a number of times. Empirical illustration is provided.

KW - Bottleneck model

KW - Congestion

KW - Loop

KW - Nash equilibrium

KW - Random capacity

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JO - Journal of Economic Dynamics and Control

JF - Journal of Economic Dynamics and Control

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ER -

On the relation between the mean and variance of delay in dynamic queues with random capacity and demand

Abstract

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