Markov Process Simulations of Service Systems with Concurrent Hawkes Service Interactions

Andrew Daw; Galit B. Yom-Tov

doi:10.1109/wsc60868.2023.10407523

Markov Process Simulations of Service Systems with Concurrent Hawkes Service Interactions

Andrew Daw
, Galit B. Yom-Tov

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

In multi-tasked services such as in messaging-based contact centers, parallel service interactions share a mutual dependence through the agent's concurrency. Here, we introduce Markov process simulation methods for bivariate Hawkes cluster service models that are not Markovian by default due to their concurrency dependence. To do so, we propose an alternate construction that maintains extra "shadow"variables for how the process would be under other concurrency levels. We prove that this construction yields an equivalent Markov process, and we show through numerical experiments that its corresponding simulation algorithm is significantly more efficient than the non-Markovian alternatives.

Original language	English
Title of host publication	2023 Winter Simulation Conference, WSC 2023
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	698-709
Number of pages	12
ISBN (Electronic)	9798350369663
DOIs	https://doi.org/10.1109/wsc60868.2023.10407523
State	Published - 2023
Externally published	Yes
Event	2023 Winter Simulation Conference, WSC 2023 - San Antonio, United States Duration: 10 Dec 2023 → 13 Dec 2023

Publication series

Name	Proceedings - Winter Simulation Conference
ISSN (Print)	0891-7736

Conference

Conference	2023 Winter Simulation Conference, WSC 2023
Country/Territory	United States
City	San Antonio
Period	10/12/23 → 13/12/23

Bibliographical note

Publisher Copyright:
© 2023 IEEE.

Access to Document

10.1109/wsc60868.2023.10407523

Cite this

@inproceedings{02d8e72e3db340e8972be6cc4b8e22a3,

title = "Markov Process Simulations of Service Systems with Concurrent Hawkes Service Interactions",

abstract = "In multi-tasked services such as in messaging-based contact centers, parallel service interactions share a mutual dependence through the agent's concurrency. Here, we introduce Markov process simulation methods for bivariate Hawkes cluster service models that are not Markovian by default due to their concurrency dependence. To do so, we propose an alternate construction that maintains extra {"}shadow{"}variables for how the process would be under other concurrency levels. We prove that this construction yields an equivalent Markov process, and we show through numerical experiments that its corresponding simulation algorithm is significantly more efficient than the non-Markovian alternatives.",

author = "Andrew Daw and Yom-Tov, \{Galit B.\}",

note = "Publisher Copyright: {\textcopyright} 2023 IEEE.; 2023 Winter Simulation Conference, WSC 2023 ; Conference date: 10-12-2023 Through 13-12-2023",

year = "2023",

doi = "10.1109/wsc60868.2023.10407523",

language = "אנגלית",

series = "Proceedings - Winter Simulation Conference",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

pages = "698--709",

booktitle = "2023 Winter Simulation Conference, WSC 2023",

address = "ארצות הברית",

}

Daw, A & Yom-Tov, GB 2023, Markov Process Simulations of Service Systems with Concurrent Hawkes Service Interactions. in 2023 Winter Simulation Conference, WSC 2023. Proceedings - Winter Simulation Conference, Institute of Electrical and Electronics Engineers Inc., pp. 698-709, 2023 Winter Simulation Conference, WSC 2023, San Antonio, United States, 10/12/23. https://doi.org/10.1109/wsc60868.2023.10407523

Markov Process Simulations of Service Systems with Concurrent Hawkes Service Interactions. / Daw, Andrew; Yom-Tov, Galit B.
2023 Winter Simulation Conference, WSC 2023. Institute of Electrical and Electronics Engineers Inc., 2023. p. 698-709 (Proceedings - Winter Simulation Conference).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Markov Process Simulations of Service Systems with Concurrent Hawkes Service Interactions

AU - Daw, Andrew

AU - Yom-Tov, Galit B.

PY - 2023

Y1 - 2023

N2 - In multi-tasked services such as in messaging-based contact centers, parallel service interactions share a mutual dependence through the agent's concurrency. Here, we introduce Markov process simulation methods for bivariate Hawkes cluster service models that are not Markovian by default due to their concurrency dependence. To do so, we propose an alternate construction that maintains extra "shadow"variables for how the process would be under other concurrency levels. We prove that this construction yields an equivalent Markov process, and we show through numerical experiments that its corresponding simulation algorithm is significantly more efficient than the non-Markovian alternatives.

AB - In multi-tasked services such as in messaging-based contact centers, parallel service interactions share a mutual dependence through the agent's concurrency. Here, we introduce Markov process simulation methods for bivariate Hawkes cluster service models that are not Markovian by default due to their concurrency dependence. To do so, we propose an alternate construction that maintains extra "shadow"variables for how the process would be under other concurrency levels. We prove that this construction yields an equivalent Markov process, and we show through numerical experiments that its corresponding simulation algorithm is significantly more efficient than the non-Markovian alternatives.

UR - https://www.scopus.com/pages/publications/85185382544

U2 - 10.1109/wsc60868.2023.10407523

DO - 10.1109/wsc60868.2023.10407523

M3 - ???researchoutput.researchoutputtypes.contributiontobookanthology.conference???

AN - SCOPUS:85185382544

T3 - Proceedings - Winter Simulation Conference

SP - 698

EP - 709

BT - 2023 Winter Simulation Conference, WSC 2023

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 2023 Winter Simulation Conference, WSC 2023

Y2 - 10 December 2023 through 13 December 2023

ER -

Markov Process Simulations of Service Systems with Concurrent Hawkes Service Interactions

Abstract

Publication series

Conference

Bibliographical note

Access to Document

Other files and links

Fingerprint

Cite this