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Whittle's index policy for a multi-class queueing system with convex holding costs
被引：65
作者：
P. S. Ansell
K. D. Glazebrook
J. Niño-Mora
M. O'Keeffe
机构：
[1] Department of Statistics,
[2] University of Newcastle upon Tyne,undefined
[3] NE1 7RU,undefined
[4] School of Management,undefined
[5] University of Edinburgh,undefined
[6] Edinburgh,undefined
[7] EH8 9JY,undefined
[8] Department of Economics and Business,undefined
[9] Universitat Pompeu Fabra,undefined
[10] E-08005,undefined
[11] Barcelona,undefined
关键词：
Key words: Achievable region approach;
dynamic programming;
indexability;
index policy;
restless bandit;
D O I：
10.1007/s001860200257
中图分类号：
学科分类号：
摘要：
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.
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页码：21 / 39
页数：18
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