Optimal control and performance analysis of an M-X/M/1 queue with batches of negative customers
We consider a Markov decision process for an MX/M/1 queue that is controlled by batches of negative customers. More specifically, we derive conditions that imply threshold-type optimal policies, under either the total discounted cost criterion or the average cost criterion. The performance analysis...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2004 |
| País: | España |
| Institución: | Universidad Complutense de Madrid (UCM) |
| Repositorio: | Docta Complutense |
| Idioma: | inglés |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/50023 |
| Acceso en línea: | https://hdl.handle.net/20.500.14352/50023 |
| Access Level: | acceso abierto |
| Palabra clave: | 519.8 Queueing Markov decision processes negative customers stationary distribution stochastic comparison. Investigación operativa (Matemáticas) 1207 Investigación Operativa |
| Sumario: | We consider a Markov decision process for an MX/M/1 queue that is controlled by batches of negative customers. More specifically, we derive conditions that imply threshold-type optimal policies, under either the total discounted cost criterion or the average cost criterion. The performance analysis of the model when it operates under a given threshold-type policy is also studied. We prove a stability condition and a complete stochastic comparison characterization for models operating under different thresholds. Exact and asymptotic results concerning the computation of the stationary distribution of the model are also derived. |
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