The concert queueing game: strategic arrivals with waiting and tardiness costs

We consider the noncooperative choice of arrival times by individual users, who seek service at a first‐come first‐served queueing system that opens up at a given time. Each user wishes to obtain service as early as possible, while minimizing the expected wait in the queue. This problem was recently studied within a simplified fluid‐scale model. Here, we address the unscaled stochastic system, assuming a finite (possibly random) number of homogeneous users, exponential service times, and linear cost functions. In this setting, we establish that there exists a unique Nash equilibrium, which is symmetric across users, and characterize the equilibrium arrival‐time distribution of each user in terms of a corresponding set of differential equations. We further establish convergence of the Nash equilibrium solution to that of the associated fluid model as the number of users is increased. We finally consider the price of anarchy in our system and show that it exceeds 2, but converges to this value for a large population size.