On the asymptotic optimality of the cμ/θ rule under ergodic cost

On the asymptotic optimality of the cμ/θ rule under ergodic cost

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Article ID: iaor20111983
Volume: 67
Issue: 2
Start Page Number: 127
End Page Number: 144
Publication Date: Feb 2011
Journal: Queueing Systems
Authors: , ,
Keywords: fluid queue
Abstract:

We consider an overloaded multi‐server multi‐class queueing model where customers may abandon while waiting to be served. For class i, service is provided at rate μ i , and abandonment occurs at rate θ i . In a many‐server fluid regime, we show that prioritizing the classes in decreasing order of c i μ i /θ i asymptotically minimizes an ergodic holding cost, where c i denotes the equivalent holding cost per unit time for class i.

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