Effects of system parameters on the optimal policy structure in a class of queueing control problems

被引:39
作者
Cil, Eren Basar [2 ]
Ormeci, E. Lerzan [1 ]
Karaesmen, Fikri [1 ]
机构
[1] Koc Univ, Dept Ind Engn, Istanbul, Turkey
[2] Northwestern Univ, Kellogg Sch Management, Evanston, IL USA
关键词
Control of queueing systems; Event-based dynamic programming; Structured optimal control policies; Effects of system parameters; MARKOV DECISION-PROCESS; TO-STOCK SYSTEM; ADMISSION CONTROL; DEMAND CLASSES; MANAGEMENT; QUEUES;
D O I
10.1007/s11134-009-9109-x
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
This paper studies a class of queueing control problems involving commonly used control mechanisms such as admission control and pricing. It is well established that in a number of these problems, there is an optimal policy that can be described by a few parameters. From a design point of view, it is useful to understand how such an optimal policy varies with changes in system parameters. We present a general framework to investigate the policy implications of the changes in system parameters by using event-based dynamic programming. In this framework, the control model is represented by a number of common operators, and the effect of system parameters on the structured optimal policy is analyzed for each individual operator. Whenever a queueing control problem can be modeled by these operators, the effects of system parameters on the optimal policy follow from this analysis.
引用
收藏
页码:273 / 304
页数:32
相关论文
共 29 条
[1]   Sensitivity of optimal prices to system parameters in a steady-state service facility [J].
Aktaran-Kalayci, Tuba ;
Ayhan, Hayriye .
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2009, 193 (01) :120-128
[2]  
AYDIN S, 2008, STRUCTURAL PROPERTIE
[3]   OPTIMAL-CONTROL OF ADMISSION TO A MULTISERVER QUEUE WITH 2 ARRIVAL STREAMS [J].
BLANC, JPC ;
DEWAAL, PR ;
NAIN, P ;
TOWSLEY, D .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1992, 37 (06) :785-797
[4]  
CIL EB, 2006, P 12 IFAC S INF CONT
[5]   Structural results on a batch acceptance problem for capacitated queues [J].
Cil, Eren Basar ;
Ormeci, E. Lerzan ;
Karaesmen, Fikri .
MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2007, 66 (02) :263-274
[6]   Optimal stock allocation for a capacitated supply system [J].
de Véricourt, F ;
Karaesmen, F ;
Dallery, Y .
MANAGEMENT SCIENCE, 2002, 48 (11) :1486-1501
[7]   Pricing and capacity rationing for rentals with uncertain durations [J].
Gans, Noah ;
Savin, Sergei .
MANAGEMENT SCIENCE, 2007, 53 (03) :390-407
[8]   OPTIMAL PRICING AND PRODUCTION POLICIES OF A MAKE-TO-STOCK SYSTEM WITH FLUCTUATING DEMAND [J].
Gayon, Jean-Philippe ;
Talay-Degirmenci, Isilay ;
Karaesmen, Fikri ;
Ormeci, E. Lerzan .
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2009, 23 (02) :205-230
[9]  
HA A, 1997, NAV RES LOG, V44, P458
[10]   Inventory rationing in a make-to-stock production system with several demand classes and lost sales [J].
Ha, AY .
MANAGEMENT SCIENCE, 1997, 43 (08) :1093-1103