Title :
Control of admission and routing in parallel queues operating in a random environment
Author :
Shimkin, Nahum ; Shwartz, Adam
Author_Institution :
Dept. of Electr. Eng., Technion, Haifa, Israel
Abstract :
Consideration is given to a system of two parallel X/M/1-type queues, which share an external arrival process. The parameters of the arrival and service processes and the instantaneous cost depend on a generic `state of environment´, which changes between arrivals according to a semi-Markov (SM) process. The model is fairly versatile with respect to the arrival process, and covers SM and batch-arrival GI processes as special cases. Arriving customers are subject to admission and routing control. A suitable definition of a monotonic control policy is introduced and generalized to a standard definition that accommodates batch arrivals. For the total discounted cost criterion, the value-iteration approach is used to establish the existence of a monotonic optimal control policy for this system
Keywords :
Markov processes; optimal control; queueing theory; X/M/1-type queues; admission; batch-arrival GI processes; external arrival process; monotonic control policy; optimal control; parallel queues; queueing theory; random environment; routing; semi-Markov process; total discounted cost criterion; value-iteration approach; Admission control; Bayesian methods; Control systems; Cost function; Markov processes; Optimal control; Routing; Samarium; Stochastic systems; Time measurement;
Conference_Titel :
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location :
Tampa, FL
DOI :
10.1109/CDC.1989.70292
