Optimal Intensity Control of a Queueing System with State-Dependent Capacity Limit
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 459-464 |
| Journal / Publication | IEEE Transactions on Automatic Control |
| Volume | 35 |
| Issue number | 4 |
| Publication status | Published - Apr 1990 |
| Externally published | Yes |
Link(s)
Abstract
We study a general single-stage queueing system, in which the input and output processes are modeled as point processes with stochastic intensities. The problem is to control both the input and the output intensities, subject to some state-dependent capacity limits, and the objective is to maximize a discounted value function. With reasonable assumptions on the capacity limits, we show there exists an optimal control that is of threshold type, characterized by a finite upper barrier (the lower barrier being zero). The results developed here provide theoretical justification for the optimality of the threshold control, which is widely applied in practice. © 1990 IEEE
Citation Format(s)
Optimal Intensity Control of a Queueing System with State-Dependent Capacity Limit. / Chen, Hong; Yao, David D.
In: IEEE Transactions on Automatic Control, Vol. 35, No. 4, 04.1990, p. 459-464.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
