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 for this work

Department of Economics

40 Citations (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.

Original language	English
Journal	Journal of Economic Dynamics and Control
Volume	34
Issue number	4
Pages (from-to)	598-603
Number of pages	6
ISSN	0165-1889
DOIs	https://doi.org/10.1016/j.jedc.2009.12.002
Publication status	Published - Apr 2010

Keywords

Bottleneck model
Congestion
Loop
Nash equilibrium
Random capacity

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This output contributes to the following UN Sustainable Development Goals (SDGs)

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10.1016/j.jedc.2009.12.002

Cite this

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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.

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KW - Congestion

KW - Loop

KW - Nash equilibrium

KW - Random capacity

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ER -

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

Abstract

Keywords

UN SDGs

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