Sequential scheduling of priority queues and Arm-acquiring bandits

Chuanshu Ji

International Journal of Stochastic Analysis, 1987, vol. 1, 1-21

Abstract:

In a queueing network with a single server and r service nodes, a non-preemptive non-idling policy chooses a node to service at each service completion epoch. Under the assumptions of independent Poisson arrival processes, fixed routing probabilities, and linear holding cost rates, we apply Whistle's method for Arm-acquiring bandits to show that for minimizing discounted cost or long-run average cost the optimal policy is an index policy. We also give explicit expressions for those priority indices.

Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:740762

DOI: 10.1155/S1048953388000097

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