Motivated by a capacity allocation problem within a finite planning period, we conduct a transient analysis of a single-server queue with Lévy input. From a cost minimization perspective, we investigate the error induced by using stationary congestion measures as opposed to time-dependent measures. Invoking recent results from fluctuation theory of Lévy processes, we derive a refined cost function, that accounts for transient effects. This leads to a corrected capacity allocation rule for the transient single-server queue. Extensive numerical experiments indicate that the cost reductions achieved by this correction can be significant.

Additional Metadata
Keywords Capacity allocation, Lévy processes, Single-server queue, Transient analysis
Persistent URL dx.doi.org/10.1007/s11134-016-9511-0
Journal Queueing Systems
Citation
Mathijsen, B, & Zwart, A.P. (2017). Transient error approximation in a Lévy queue. Queueing Systems, 1–36. doi:10.1007/s11134-016-9511-0