On structural properties of the value function for an unbounded jump Markov process with an application to a processor sharing retrial queue

DOI10.1007/s11134-013-9371-9zbMath1327.90365OpenAlexW1988865517MaRDI QIDQ475100

Flora M. Spieksma, Sandjai Bhulai, Anthony C. Brooms

Publication date: 25 November 2014

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://eprints.bbk.ac.uk/id/eprint/9501/1/9501.pdf

zbMATH Keywords

monotonicityretrial queuesuccessive approximationprocessor-sharing queue

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Markov and semi-Markov decision processes (90C40)

Related Items (10)

Optimal control of a multiclass queueing system when customers can change types ⋮ Dynamic policy for idling time preservation ⋮ An Overview for Markov Decision Processes in Queues and Networks ⋮ Customizing exponential semi-Markov decision processes under the discounted cost criterion ⋮ On the scheduling of operations in a chat contact center ⋮ A Uniformization Approach for the Dynamic Control of Queueing Systems with Abandonments ⋮ Asymptotically optimal index policies for an abandonment queue with convex holding cost ⋮ DYNAMIC CONTROL OF A SINGLE-SERVER SYSTEM WHEN JOBS CHANGE STATUS ⋮ On the Whittle index of Markov modulated restless bandits ⋮ \(K\) competing queues with customer abandonment: optimality of a generalised \(c \mu \)-rule by the smoothed rate truncation method

Cites Work

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• Kolmogorov forward equation and explosiveness in countable state Markov processes
• Dynamic control of a single-server system with abandonments
• Continuous-time Markov decision processes. Theory and applications
• Computable exponential convergence rates for stochastically ordered Markov processes
• Technical Note—An Equivalence Between Continuous and Discrete Time Markov Decision Processes
• On ergodicity and recurrence properties of a Markov chain by an application to an open jackson network
• Applying a New Device in the Optimization of Exponential Queuing Systems
• Monotonicity in Markov Reward and Decision Chains: Theory and Applications

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