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Erschienen in: Queueing Systems 2-4/2013

01.11.2013

Dynamic scheduling of a GI/GI/1+GI queue with multiple customer classes

verfasst von: Jeunghyun Kim, Amy R. Ward

Erschienen in: Queueing Systems | Ausgabe 2-4/2013

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Abstract

We consider a dynamic control problem for a GI/GI/1+GI queue with multiclass customers. The customer classes are distinguished by their interarrival time, service time, and abandonment time distributions. There is a cost c k >0 for every class k∈{1,2,…,N} customer that abandons the queue before receiving service. The objective is to minimize average cost by dynamically choosing which customer class the server should next serve each time the server becomes available (and there are waiting customers from at least two classes).
It is not possible to solve this control problem exactly, and so we formulate an approximating Brownian control problem. The Brownian control problem incorporates the entire abandonment distribution of each customer class. We solve the Brownian control problem under the assumption that the abandonment distribution for each customer class has an increasing failure rate. We then interpret the solution to the Brownian control problem as a control for the original dynamic scheduling problem. Finally, we perform a simulation study to demonstrate the effectiveness of our proposed control.

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Fußnoten
1
Although many statements of Ito’s lemma require a twice continuously differentiable function, it follows from Problem 3.7.3 in [17] that a sufficient condition to apply Ito’s lemma is that the function is twice differentiable. See also the discussion at the end of Sect. 4.6 in [13]. This is important because the function \(\tilde{u}\) may not have a continuous second derivative, because the function g may not be continuous.
 
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Metadaten
Titel
Dynamic scheduling of a GI/GI/1+GI queue with multiple customer classes
verfasst von
Jeunghyun Kim
Amy R. Ward
Publikationsdatum
01.11.2013
Verlag
Springer US
Erschienen in
Queueing Systems / Ausgabe 2-4/2013
Print ISSN: 0257-0130
Elektronische ISSN: 1572-9443
DOI
https://doi.org/10.1007/s11134-012-9325-7

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