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: | Glazebrook K.D., Ansell P.S., Nio-Mora J., Keeffe M.O. |
Keywords: | M/M/1 queues |
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.