Waiting time based routing policies to parallel queues with percentiles objectives

Benjamin Legros ()
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Benjamin Legros: Métis Lab EM Normandie - EM Normandie - École de Management de Normandie = EM Normandie Business School

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Abstract: We develop a method to obtain near-optimal routing policies to parallel queues with decisions based on customers' wait and performance objectives which include percentiles of the waiting time. We formulate and explicitly derive a value function where the waiting time is used as a decision variable. This allows us to apply a one-step policy improvement method to obtain an efficient routing solution. Numerical illustrations reveal that classical monotone policies are not always optimal.

Keywords: Markov decision process; Performance evaluation; Waiting time; One-step improvement; Relative value function (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

Published in Operations Research Letters, 2018, 46 (3), pp.356-361. ⟨10.1016/j.orl.2018.04.001⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02065918

DOI: 10.1016/j.orl.2018.04.001

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