Monotonic and Insensitive Optimal Policies for Control of Queues with Undiscounted Costs

Shaler Stidham and Richard R. Weber
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Shaler Stidham: University of North Carolina, Chapel Hill, North Carolina
Richard R. Weber: Queens' College, Cambridge, England

Operations Research, 1989, vol. 37, issue 4, 611-625

Abstract: We consider the problem of controlling the service and/or arrival rates in queues, with the objective of minimizing the total expected cost to reach state zero. We present a unified, simple method for proving that an optimal policy is monotonic in the number of customers in the system. Applications to average-cost minimization over an infinite horizon are given. Both exponential and nonexponential models are considered; the essential characteristic is a left-skip-free transition structure and a nondecreasing (not necessarily convex) holding-cost function. Some of our results are insensitive to service-time distributions.

Keywords: dynamic programming; semi-Markov: undiscounted costs; infinite horizon; queues; optimization: control of queues with undiscounted costs (search for similar items in EconPapers)
Date: 1989
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