Whittle's index policy for a multi-class queueing system with convex holding costs

Whittle's index policy for a multi-class queueing system with convex holding costs

0.00 Avg rating0 Votes
Article ID: iaor20041254
Country: Germany
Volume: 57
Issue: 1
Start Page Number: 21
End Page Number: 39
Publication Date: Jan 2003
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: , , ,
Keywords: M/M/1 queues
Abstract:

Multi-class service systems are of increasing importance in the practical modelling world but present a significant challenge for analysis. Most results to date concerning the optimal dynamic control of such systems have assumed holding cost rates to be linear in the number of customers present. In response to arguments that such an assumption is often inappropriate, we develop an index heuristic for a multi-class M/M/1 system with increasing convex holding cost rates. We use a prescription of Whittle to develop the required indices. A numerical study elucidates very strong performance of the index policy.

Reviews

Required fields are marked *. Your email address will not be published.