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Optimal control of arrivals to queues with delayed queue length information

Kuri, J and Kumar, A (1995) Optimal control of arrivals to queues with delayed queue length information. In: IEEE Transactions on Automatic Control, 40 (8). pp. 1444-1450.

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Abstract

We consider discrete-time versions of two classical problems in the optimal control of admission to a queueing system: i) optimal routing of arrivals to two parallel queues and ii) optimal acceptance/rejection of arrivals to a single queue. We extend the formulation of these problems to permit a k step delay in the observation of the queue lengths by the controller. For geometric inter-arrival times and geometric service times the problems are formulated as controlled Markov chains with expected total discounted cost as the minimization objective. For problem i) we show that when k = 1, the optimal policy is to allocate an arrival to the queue with the smaller expected queue length (JSEQ: Join the Shortest Expected Queue). We also show that for this problem, for k greater than or equal to 2, JSEQ is not optimal. For problem ii) we show that when k = 1, the optimal policy is a threshold policy. There are, however, two thresholds m(0) greater than or equal to m(1) > 0, such that mo is used when the previous action was to reject, and mi is used when the previous action was to accept.

Item Type: Editorials/Short Communications
Additional Information: Copyright 1995 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
Department/Centre: Division of Electrical Sciences > Electrical Communication Engineering
Date Deposited: 24 May 2011 05:52
Last Modified: 24 May 2011 05:52
URI: http://eprints.iisc.ernet.in/id/eprint/37823

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