Strategic behavior in queues with arrival rate uncertainty

This paper shows how to account for arrival rate uncertainty in the analysis of queueing models with strategic customer behavior. We consider a general queueing model with a Poisson arrival process whose rate is random, and realized once for the entire process. We show that the distribution of the arrival rate at arrival instants is the size-biased counterpart of the original distribution. In particular, the ASTA (arrivals see time averages) property does not hold but rather a rate-biased version of it which we define and coin by the term RASTA (Rate-biased ASTA). We show that the RASTA phenomenon plays a crucial role in the analysis of strategic behavior of customers who evaluate the consequences of the actions they take upon arrival. By studying such a system with a single server and strategic customers who decide whether to join or balk without observing the queue, we exemplify the importance of RASTA in deriving the equilibrium behavior.