NETWORK OF INFINITE SERVER QUEUE

19 th March, 2019.

The single node infinite-server queueing models form the basis of the extension to networks of infinite server queues, which are considered as a network of interconnected queues where customers in the system are able to move from one node to other nodes. Massey and Whitt (1993) addressed many important results on infinite server network models in continuous time with inhomogeneous Poisson arrivals.
What we are interested in here is the occupancy of individual nodes in a \((M_t/G/\infty)^N/M\) network (these results for the homogeneous model can be similarly obtainable). There are \(N\) nodes in the network, the service times are mutually independent and i.i.d. (independently and identically distributed) at each queue and M independent stationary Markov routing determined by the transition probabilities. Note that the arrival process, service times and routing are mutually independent.
To derive the mean of queue length of each node in the system, Massey and Whitt introduce two significant concepts. The first idea is the decomposition the model \((M_t/G/\infty)^N/M\) with stochastic routes into a set of tandem networks \((M_t/G/\infty)^K/D\) with D representing a fixed deterministic routing. All customers who share the same pathway are grouped together. By regarding the different visit to the same queue along the route as a different queue or separate new queue, each sequence of nodes that a group of customers visits successively is modelled by a $(M_t/G/\infty)^K/D$ tandem node network without repeated queues where K is the number of nodes (K can be larger than N since customers can visit a node more than one). Therefore, the external arrival rate of each tandem network is the arrival rate of the original network times the probability choosing that specific path. The second idea is that the arrival rate to any given node (except for node 1) in \((M_t/G/\infty)^K/D\) tandem network are the departure rate from the preceding node.

Since customers do not compete with each other in infinite server network, the mean of queue length of each node in the original network is the sum of means of queue length of that node across all tandem networks, where the formula of the arrival rate function to any individual node in the tandem network can be obtainable.
While in reality hospital behaviour is in continuous time, the bed demand in the instantaneous time is generally less important than the admission schedule and discharges on a daily or hourly basis, i.e. it would be reasonable to count bed demands per every day or hour rather than per every second. In that case, it makes sense that health care systems have mainly been modelled in discrete time, with the choice of time-step dependent on the modeller's decisions and this choice’s effects.
In order to build a network infinite server model in discrete time, the decomposition method is adopted Recalling that a network is a set of tandem node networks where each patient type follows a fixed deterministic pathway. In each tandem network \((M_t/G/\infty)^K/D\) , the arrivals through the first node and move successively all subsequent nodes of the network before leaving system from the final node. In each node, the length of stay has its own distribution. Then the demand mean at node k at time t, \(X_t^k\), in the tandem network is $$ E(X_t^k) = \displaystyle \sum_{u = -\infty}^{t} \alpha_1(u) ( H_k^C(t-u) - H_{k-1}^C(t-u)) \quad \text{for any} \quad 2 \leq k\leq K.$$ where

  • \(\alpha_1(u)\) is the expected number of arrivals to the system (at node 1) at time u,
  • \(H_j^C(w)\) is the probability the length of stay of a patient in the system up to node j is greater than w.

The proof is simply based on two ideas. Firstly, in the deterministic tandem network, the number of customers at node k at time t is equal to the number of customers arriving at time v < t who have not left node k-1 by time t subtracted from the number of customers arriving at time u As mentioned above, to compute the mean demand of a single node in original network, we only need to add up mean demands of that nodes in each of the \((M_t/G_t/\infty)^N/D \) tandem networks. This results for the discrete time case is equivalent to that shown in Massey and Whitt(1993) when a continuous time case can be seen as the limit of the discrete time case as time intervals get infinitesimally close together.
Helm and Van Oyen (2014) provide in-depth research into modeling a network of interacting hospital wards in daily-time steps, where elective and emergency patients can be transferred between different wards. Note that the general distribution of length of stay and arrival rate function is continuous over time. Helm and Oyen propose the Poisson Arrival Location Model (PALM) (Massey and Whitt (1993)) with time-inhomogeneous Poisson arrivals of emergency patients and Deterministic Controlled Arrival Location Model (d-CALM), where elective patients have day-of-week dependent deterministic arrivals, to model the required number of bed resources for emergency and elective patients respectively. The d-CALM model is an extension of the PALM model with deterministic arrivals assumptions. With these two stochastic location models, Helm and Van Oyen compute the mean demand of each patient type in each ward, and as a result, the total mean demand in each ward. Helm and Van Oyen, and Izady and Worthington(2012) also compute the mean demand in each ward but different objectives. Helm and Van Oyen argue about the impact of off-ward boarding for both elective and emergency patients(patients are placed to other wards because the intended ward is full) and bed blockages (when patients arriving to system are refused since the total hospital census exceeds the capacity of hospital), particularly the negative effects of this on census variability. They address this issue by incorporating the hospital capacity on the optimisation model to find optimal admission schedule that maximises the weighted throughput of elective patients (rewards for admitting patients) with off-ward boarding and bed blockage constraints in one case whilst minimising the number of blockages in both ward-level and hospital-level while keeping the fixed volume of elective admissions in each weeks in other case. Helm and Oyen have proposed two optimisation problems with different objectives, however, it is not clear which solution is preferred since these problems may produce different elective admission schedule. Therefore, to help to derive the final decision, Helm and Oyen generate the trade-off curve between the hospital blockage and throughputs and argue that the opinion of the hospital managers or experts is necessary to give the final decision. Izady and Worthington have applied the bed demand in each node into the square root staffing law to achieve hourly staffing levels satisfying a certain level of the patient discharge percentage (defined by Government). Unlike Izady and Worthington, there is lack of use of variance at optimisation stage which is argued very important in good hospital management to consider the overall performance level including the peaks and troughs of demand, even though Helm and Oyen has also provided explicit expressions for the variance (is an extension of Gallivan and Utley (2005)) of bed demand at both each individual wards and total hospital census only for the deterministic arrival cases instead of the general arrival case (same as Massey and Whitt (1993)).
Reference:
1. Eick, S. G., Massey, W. A., and Whitt, W., The physics of the \(M_t/G/\infty\) queue, Operations Research, 1993.
2.
Helm, J. E. and Van Oyen, M. P., Design and optimization methods for elective hospital admissions, Operations Research, 2014.
3.
Gallivan, S. and Utley, M., Modelling admissions booking of elective in patients into a treatment centrer, IMA Journal of Management Mathematics, 2005.
4.
Setting staffing requirements for time dependent queueing networks: The case of accident and emergency departments, Navid Izady, Dave Worthington, European Journal of Operational Research, Volume 219, Issue 3, 16 June 2012, Pages 531-540



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