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Record W4413958062 · doi:10.1177/10591478251378840

On Value-at-Risk Based Queueing Systems

2025· article· en· W4413958062 on OpenAlexaff
Jinting Wang

Bibliographic record

VenueProduction and Operations Management · 2025
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicAdvanced Queuing Theory Analysis
Canadian institutionsSimon Fraser University
FundersNational Natural Science Foundation of China
KeywordsQueueing theoryValue (mathematics)Computer scienceQueueing systemOperations managementRisk analysis (engineering)BusinessOperations researchEconomicsComputer networkMathematics

Abstract

fetched live from OpenAlex

In this research, we investigate the economics of queueing systems with strategic non-risk-neutral customers, emphasizing the value-at-risk (VaR) framework. It is distinct from the moment-based utility structure of Naor’s model by introducing the maximum loss customers can bear with a certain level of confidence. We consider both homogeneous and heterogeneous cases of risk preferences under different information levels. Our findings demonstrate that optimal strategies in observable queueing systems with non-risk-neutral customers exhibit threshold-type behaviors that differ significantly from those observed in risk-neutral customer settings. For unobservable queueing systems, we derive an equilibrium joining probability for homogeneous risk preferences and a multidimensional equilibrium joining probability for heterogeneous risk preferences. Interestingly, under the VaR criterion, there is an indifferent action region in the observable queueing model. Customers with risk preferences falling within this region will adopt the same joining strategy. And, in the unobservable scenario, there is an indifference curve for risk preference. Customers on the same indifference curve have the same level of risk preference. Furthermore, we provide a conversion formula that facilitates comparison between two risk preferences with different confidence levels. When exploring social welfare, we use conditional value-at-risk (CVaR) to characterize the customer’s excessive losses that lead to potential negative social utility. To distinguish from the classic social welfare function, we term our proposed social welfare function the “CVaR-Based Extended Social Welfare Function (CVaR-ESW)”. In observable systems with homogeneous risk preferences, the socially optimal CVaR-ESW-based risk preference falls within a “ribbon” region, while in unobservable systems, it forms a curve. We also uncover intriguing insights about the information disclosure. In unobservable situations, the throughput in the model with naively assessed (NA) customers is always greater than that in the model with precisely assessed (PA) customers. Based on the differences in risk tolerance values among customers with different risk preferences, we found that, under certain circumstances, NA customers can generate more social welfare, while in other cases, the opposite is true. Overall, this research sheds light on the interplay between VaR-based queueing economics, risk preferences, and strategic customer behavior.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.527
Threshold uncertainty score0.639

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.008
GPT teacher head0.228
Teacher spread0.221 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2025
Admission routes1
Has abstractyes

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