Optimal pricing for a GI/M/k/N queue with several customer types and holding costs

被引：12

作者：

Feinberg, Eugene A. ^{[1
]}

Yang, Fenghsu ^{[1
]}

机构：

[1] SUNY Stony Brook, Stony Brook, NY 11794 USA

来源：

QUEUEING SYSTEMS | 2016年 / 82卷 / 1-2期

基金：

美国国家科学基金会;

关键词：

Optimal pricing; Queueing system; Markov decision process; Average reward optimality; Bias optimality; Blackwell optimality; RANDOMIZED TRUNK RESERVATION; BIAS OPTIMALITY; ADMISSION; POLICIES;

D O I：

10.1007/s11134-015-9457-7

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This paper studies optimal pricing for a GI/M/k/N queueing system with several types of customers. An arrival joins the queue if the price of service is not higher than the maximum amount that the arrival is willing to pay, and this maximum amount is defined by the customer type. A system manager chooses a price depending on the number of customers in the system. In addition, the system incurs holding costs when there are customers waiting in the queue for their services. Service times and holding costs do not depend on customer types. The holding costs are nondecreasing and convex with respect to the number of customers in the queue. This paper describes average reward optimal, canonical, bias optimal, and Blackwell optimal policies for this pricing problem.

引用

页码：103 / 120

页数：18

共 23 条

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[12]

Kallenberg L., 2002, INT SER OPER RES MAN, P21, DOI 10.1007/978-1-4615-0805-22

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