An approximating diffusion control problem for dynamic admission and service rate control in a G/M/N plus G queue
被引:4
|
作者:
Kocaga, Yasar Levent
论文数: 0引用数: 0
h-index: 0
机构:
Yeshiva Univ, Sy Syms Sch Business, Informat & Decis Sci Dept, New York, NY 10033 USAYeshiva Univ, Sy Syms Sch Business, Informat & Decis Sci Dept, New York, NY 10033 USA
Kocaga, Yasar Levent
[1
]
机构:
[1] Yeshiva Univ, Sy Syms Sch Business, Informat & Decis Sci Dept, New York, NY 10033 USA
Admission control;
Service rate control;
Customer abandonment;
Diffusion control problem;
Halfin Whitt (QED) heavy traffic regime;
Average cost;
D O I:
10.1016/j.orl.2017.08.005
中图分类号:
C93 [管理学];
O22 [运筹学];
学科分类号:
070105 ;
12 ;
1201 ;
1202 ;
120202 ;
摘要:
We study a diffusion control problem that is motivated by the dynamic admission and service rate control problem for a G/M/N + G queue. The objective is to minimize long run average cost. Because the original queueing control problem is not tractable, we solve the approximating diffusion control problem that arises under the QED heavy traffic regime and show that its optimal solution has two components: (1) a threshold control that regulates the diffusion and (2) a feedback-type drift rate control. (C) 2017 Elsevier B.V. All rights reserved.
机构:
Univ Texas Austin, Dept Mech Engn, Grad Program Operat Res & Ind Engn, Austin, TX 78712 USAUniv Texas Austin, Dept Mech Engn, Grad Program Operat Res & Ind Engn, Austin, TX 78712 USA
Adusumilli, Kranthi Mitra
Hasenbein, John J.
论文数: 0引用数: 0
h-index: 0
机构:
Univ Texas Austin, Dept Mech Engn, Grad Program Operat Res & Ind Engn, Austin, TX 78712 USAUniv Texas Austin, Dept Mech Engn, Grad Program Operat Res & Ind Engn, Austin, TX 78712 USA
机构:
Department of Mathematics, Korea Advanced Institute of Science and Technology, 373-1, Kusǒng-dong Yusǒng-gu, Taejǒn,305-701, Korea, Republic ofDepartment of Mathematics, Korea Advanced Institute of Science and Technology, 373-1, Kusǒng-dong Yusǒng-gu, Taejǒn,305-701, Korea, Republic of
Choi, Bong Dae
Rhee, Kyung Hyune
论文数: 0引用数: 0
h-index: 0
机构:
Department of Mathematics, Korea Advanced Institute of Science and Technology, 373-1, Kusǒng-dong Yusǒng-gu, Taejǒn,305-701, Korea, Republic ofDepartment of Mathematics, Korea Advanced Institute of Science and Technology, 373-1, Kusǒng-dong Yusǒng-gu, Taejǒn,305-701, Korea, Republic of
Rhee, Kyung Hyune
Park, Kwang Kyu
论文数: 0引用数: 0
h-index: 0
机构:
Electronics and Telecommunications Research Institute, P.O. Box 8, Daeduk Science Town, Taejǒn, Korea, Republic ofDepartment of Mathematics, Korea Advanced Institute of Science and Technology, 373-1, Kusǒng-dong Yusǒng-gu, Taejǒn,305-701, Korea, Republic of