Optimal admission to an M/M/k/N queue with several customer types and holding costs

We study optimal admission to an M/M/k/N queue with several customer types. The reward structure consists of revenues collected from admitted customers and holding costs, both of which depend on customer types. This paper studies average rewards per unit time and describes the structures of stationary optimal, canonical, bias optimal, and Blackwell optimal policies. Similar to the case without holding costs, bias optimal and Blackwell optimal policies are unique, coincide, and have a trunk reservation form with the largest optimal control level for each customer type. Problems with one holding cost rate have been studied previously in the literature.