Optimal control of arrivals to multiserver queues in a random environment

We study the problem of optimal customer admission to multiserver queues. These queues are assumed to live in an extraneous environment which changes in a semi-Markovian way. Arrivals, service mechanism and random reward/cost structure may all depend on these surroundings. Included as special cases...

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Veröffentlicht in:Journal of applied probability 1984-09, Vol.21 (3), p.602-615
Hauptverfasser: Helm, Werner E., Waldmann, Karl-Heinz
Format: Artikel
Sprache:eng
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Zusammenfassung:We study the problem of optimal customer admission to multiserver queues. These queues are assumed to live in an extraneous environment which changes in a semi-Markovian way. Arrivals, service mechanism and random reward/cost structure may all depend on these surroundings. Included as special cases are SM/M/c queues, in particular G/M/c queues, in a random environment. By a direct inductive approach we establish optimality of a generalized control-limit rule depending on the actual environment. Particular emphasis is laid on different applications that show the versatility of the proposed setup.
ISSN:0021-9002
1475-6072
DOI:10.2307/3213621