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題名 Optimal Selection of Arrival and Service Rates in Tandem Queues
作者 陸行
Luh, Hsing
Moustaf, M.S.
貢獻者 應數系
關鍵詞 Queueing networks;Markov decision processes;Stochastic linear programming;Sample-path arguments
日期 2006
上傳時間 5-Aug-2014 17:03:51 (UTC+8)
摘要 We consider n M/M/1 queues in series. At queue one the arrival and service rates are chosen in pair from a finite set whenever there are arrivals or service completions at any queue. Customers arriving to queue k (k = 1, 2, …, n - 1) must go on to queue k + 1 after finishing service at server associated queue k. Customers arriving to queue n leave the system after finishing service at the last server. Arrival and service rates are fixed at queues 2 to n. The objective is to minimize the expected discounted cost of the system over finite and infinite horizons. We show that there is a monotone hysteretic optimal policy in which the arrival and service rates are decreasing and increasing, respectively, in the queue length. In order to establish the result, we formulate the optimal control problem with an equivalent Linear Programming. We believe that many optimal control queueing problems, in which the dynamic programming formulation fails, can be treated successfully via Linear Programming techniques.
關聯 International Journal of Operations Research,3(1),1-6
資料來源 http://www.orstw.org.tw/ijor/6_volume3_no1.html
資料類型 article
dc.contributor 應數系en_US
dc.creator (作者) 陸行zh_TW
dc.creator (作者) Luh, Hsingen_US
dc.creator (作者) Moustaf, M.S.en_US
dc.date (日期) 2006en_US
dc.date.accessioned 5-Aug-2014 17:03:51 (UTC+8)-
dc.date.available 5-Aug-2014 17:03:51 (UTC+8)-
dc.date.issued (上傳時間) 5-Aug-2014 17:03:51 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/68187-
dc.description.abstract (摘要) We consider n M/M/1 queues in series. At queue one the arrival and service rates are chosen in pair from a finite set whenever there are arrivals or service completions at any queue. Customers arriving to queue k (k = 1, 2, …, n - 1) must go on to queue k + 1 after finishing service at server associated queue k. Customers arriving to queue n leave the system after finishing service at the last server. Arrival and service rates are fixed at queues 2 to n. The objective is to minimize the expected discounted cost of the system over finite and infinite horizons. We show that there is a monotone hysteretic optimal policy in which the arrival and service rates are decreasing and increasing, respectively, in the queue length. In order to establish the result, we formulate the optimal control problem with an equivalent Linear Programming. We believe that many optimal control queueing problems, in which the dynamic programming formulation fails, can be treated successfully via Linear Programming techniques.en_US
dc.language.iso en_US-
dc.relation (關聯) International Journal of Operations Research,3(1),1-6en_US
dc.source.uri (資料來源) http://www.orstw.org.tw/ijor/6_volume3_no1.htmlen_US
dc.subject (關鍵詞) Queueing networks;Markov decision processes;Stochastic linear programming;Sample-path argumentsen_US
dc.title (題名) Optimal Selection of Arrival and Service Rates in Tandem Queuesen_US
dc.type (資料類型) articleen