Structural properties of the optimal resource allocation policy for single‐queue systems

This paper studies structural properties of the optimal resource allocation policy for single‐queue systems. Jobs arrive at a service facility and are sent one by one to a pool of computing resources for parallel processing. The facility poses a constraint on the maximum expected sojourn time of a job. A central decision maker allocates the servers dynamically to the facility. We consider two models: a limited resource allocation model, where the allocation of resources can only be changed at the start of a new service, and a fully flexible allocation model, where the allocation of resources can also change during a service period. In these two models, the objective is to minimize the average utilization costs whilst satisfying the time constraint. To this end, we cast these optimization problems as Markov decision problems and derive structural properties of the relative value function. We show via dynamic programming that (1) the optimal allocation policy has a work‐conservation property, and (2) the optimal number of servers follows a step function with as extreme policy the bang‐bang control policy. Moreover, (3) we provide conditions under which the bang‐bang control policy takes place. These properties give a full characterization of the optimal policy, which are illustrated by numerical experiments.