Near-optimal control policy for loss networks

Cheng-Yuan Ku, David C. Yen, I-Chiu Chang, Shi-Ming Huang and Scott Jordan

Omega, 2006, vol. 34, issue 4, 406-416

Abstract: In this paper, the phenomenon of the optimal management of requests of service in general networks is formulated as a control problem for a finite number of multiserver loss queues with Markovian routing. This type of problem may arise in a wide range of fields, e.g., manufacturing industries, storage facilities, computer networks, and communication systems. Using inductive approach of dynamic programming, the optimal admission control can be induced to be the functions of the number of requested service in progress. However, for large-scale network, the computational burden to find optimal control policy may be infeasible due to its involvement of the states for all stations in the networks. Hence, the idea of bottleneck modeling is borrowed to compute the near-optimal admission control policy. We reduced the scale of loss network and decreased the difference between the original and reduced models by making compensation for system parameters. A novel method is proposed in this paper to compute the compensation. Numerical results show that the near-optimal control policy demonstrates close performance to the optimal policy.

Keywords: Loss; queueing; network; Discounted; dynamic; programming; Downsizing; approximation; Near-optimal; control; policy; Markov; chain (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0305-0483(05)00003-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jomega:v:34:y:2006:i:4:p:406-416

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Omega is currently edited by B. Lev

More articles in Omega from Elsevier
Bibliographic data for series maintained by Catherine Liu ().