Learning-Based Optimal Admission Control in a Single-Server Queuing System

DOI10.1287/STSY.2022.0042MaRDI QIDQ6125972zbMATH OpenFDO

Authors

Publication date 9 April 2024

Published in Stochastic Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2212.11316

zbMATH Keywords

queueing systems with uncertaintyreinforcement learning

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Markov and semi-Markov decision processes (90C40)

Abstract: We consider a long-term average profit maximizing admission control problem in an M/M/1 queuing system with a known arrival rate but an unknown service rate. With a fixed reward collected upon service completion and a cost per unit of time enforced on customers waiting in the queue, a dispatcher decides upon arrivals whether to admit the arriving customer or not based on the full history of observations of the queue-length of the system. cite[Econometrica]{Naor} showed that if all the parameters of the model are known, then it is optimal to use a static threshold policy - admit if the queue-length is less than a predetermined threshold and otherwise not. We propose a learning-based dispatching algorithm and characterize its regret with respect to optimal dispatch policies for the full information model of cite{Naor}. We show that the algorithm achieves an $O(1)$ regret when all optimal thresholds with full information are non-zero, and achieves an $O(l{n}^{3+epsilon}(N))$ regret in the case that an optimal threshold with full information is $0$ (i.e., an optimal policy is to reject all arrivals), where $N$ is the number of arrivals and $epsilon>0$.

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(3)

• Learning optimal admission control in partially observable queueing networks
• Admission control for service systems with impatient customers: value of information
• Queueing management for reducing the overlaps of customers in service systems

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