Title :
Optimal admission to an M/M/k/N queue with several customer types and holding costs
Author :
Feinberg, Eugene A. ; Yang, Fenghsu
Author_Institution :
Fac. of Dept. of Appl. Math. & Stat., State Univ. of New York at Stony Brook, Stony Brook, NY, USA
Abstract :
We study optimal admission to an M/M/k/N queue with several customer types. The reward structure consists of revenues collected from admitted customers and holding costs, both of which depend on customer types. This paper studies average rewards per unit time and describes the structures of stationary optimal, canonical, bias optimal, and Blackwell optimal policies. Similar to the case without holding costs, bias optimal and Blackwell optimal policies are unique, coincide, and have a trunk reservation form with the largest optimal control level for each customer type. Problems with one holding cost rate have been studied previously in the literature.
Keywords :
cost optimal control; customer services; queueing theory; Blackwell optimal policy; M/M/k/N queue; admitted customers; average rewards; bias optimal; canonical optimal; customer types; holding costs; optimal admission; optimal control level; reward structure; stationary optimal; trunk reservation form; Admission control; Electronic mail; Equations; Markov processes; Optimal control; Transient analysis; USA Councils;
Conference_Titel :
Decision and Control (CDC), 2010 49th IEEE Conference on
Conference_Location :
Atlanta, GA
Print_ISBN :
978-1-4244-7745-6
DOI :
10.1109/CDC.2010.5717772