A dynamic routing problem - numerical procedures for light traffic conditions (Q1069436)

Consider a queueing system which consists of N parallel single-server channels. Customers arrive in a Poisson stream, and service times are exponentially distributed. Each channel has a finite capacity, and no jockeying is allowed. A waiting cost \(c_ i\) per unit time is incurred in the ith channel. We seek a policy for assigning arriving customers to channels as a function of the queue length which minimizes the total expected discounted cost. For light traffic intensity, asymptotic techniques are used to derive the explicit form of this policy.