Title :
The deviation matrix of the M/M/1/∞ and M/M/1/N queue, with applications to controlled queueing models
Author_Institution :
Dept. of Math. & Comput. Sci., Vrije Univ., Amsterdam, Netherlands
Abstract :
We give closed expressions for the deviation matrices of the M/M/1/∞ and the M/M/1/N queue. It is applied to controlled queueing models by solving the dynamic programming optimality equation for Bernoulli policies; after which we can execute a single step of policy iteration by calculating the bias vector of the Bernoulli policies directly from the deviation matrix
Keywords :
dynamic programming; iterative methods; matrix algebra; queueing theory; Bernoulli policy; deviation matrix; dynamic programming; policy iteration; queueing models; queueing theory; Application software; Computer networks; Computer science; Costs; Dynamic programming; Equations; Mathematical model; Mathematics; Optimal control; Routing;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.760589
