On scheduling a multiclass queue with abandonments under general delay costs (Q352983): Difference between revisions
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In this paper, the authors provide a new solution for a multiclass queuing system with abandonments under general delay costs. In particular, the paper considers dynamic scheduling decisions to minimise long-run average delays and abandonments costs such as i) linear, ii) convex and iii) convex-concave. A multi-class queuing system is modelled by approximating the Brownian Control Problem (BCP). This approach does not admit a pathwise solution due to abandonments. The solution was obtained by using the associated Bellman equation, which fields a dynamic index policy as the optimal control for approximating the BCP. Finally, a novel method for constructing a solution to the Bellman equation is proposed based on policies. To illustrate the effectiveness of the proposed policies, a simulation example is presented. In this analysis, the convex-concave delay cost cases are studied and are reviewed. A comparison with the generalised \(c \mu\) policy is also made. The proposed solution demonstrates the effectiveness of the proposed policies in terms of standard errors of average delay costs and abandonment costs. | |||
Property / review text: In this paper, the authors provide a new solution for a multiclass queuing system with abandonments under general delay costs. In particular, the paper considers dynamic scheduling decisions to minimise long-run average delays and abandonments costs such as i) linear, ii) convex and iii) convex-concave. A multi-class queuing system is modelled by approximating the Brownian Control Problem (BCP). This approach does not admit a pathwise solution due to abandonments. The solution was obtained by using the associated Bellman equation, which fields a dynamic index policy as the optimal control for approximating the BCP. Finally, a novel method for constructing a solution to the Bellman equation is proposed based on policies. To illustrate the effectiveness of the proposed policies, a simulation example is presented. In this analysis, the convex-concave delay cost cases are studied and are reviewed. A comparison with the generalised \(c \mu\) policy is also made. The proposed solution demonstrates the effectiveness of the proposed policies in terms of standard errors of average delay costs and abandonment costs. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Jerzy Martyna / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60K25 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90B36 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90B22 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 68M20 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6184692 / rank | |||
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Property / zbMATH Keywords | |||
queueing theory | |||
Property / zbMATH Keywords: queueing theory / rank | |||
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scheduling theory, stochastic | |||
Property / zbMATH Keywords: scheduling theory, stochastic / rank | |||
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Property / zbMATH Keywords | |||
queues and services | |||
Property / zbMATH Keywords: queues and services / rank | |||
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performance evaluation | |||
Property / zbMATH Keywords: performance evaluation / rank | |||
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queueing | |||
Property / zbMATH Keywords: queueing / rank | |||
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scheduling | |||
Property / zbMATH Keywords: scheduling / rank | |||
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Revision as of 09:49, 28 June 2023
scientific article
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English | On scheduling a multiclass queue with abandonments under general delay costs |
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On scheduling a multiclass queue with abandonments under general delay costs (English)
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5 July 2013
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In this paper, the authors provide a new solution for a multiclass queuing system with abandonments under general delay costs. In particular, the paper considers dynamic scheduling decisions to minimise long-run average delays and abandonments costs such as i) linear, ii) convex and iii) convex-concave. A multi-class queuing system is modelled by approximating the Brownian Control Problem (BCP). This approach does not admit a pathwise solution due to abandonments. The solution was obtained by using the associated Bellman equation, which fields a dynamic index policy as the optimal control for approximating the BCP. Finally, a novel method for constructing a solution to the Bellman equation is proposed based on policies. To illustrate the effectiveness of the proposed policies, a simulation example is presented. In this analysis, the convex-concave delay cost cases are studied and are reviewed. A comparison with the generalised \(c \mu\) policy is also made. The proposed solution demonstrates the effectiveness of the proposed policies in terms of standard errors of average delay costs and abandonment costs.
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queueing theory
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scheduling theory, stochastic
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queues and services
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performance evaluation
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queueing
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scheduling
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