A finite algorithm for -optimal solutions of adaptive queueing control

DOI10.1016/0022-247X(87)90177-6MaRDI QIDQ1099591zbMATH OpenFDO

Authors Lam Yeh

Publication date 1987

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247X(87)90177-6

zbMATH Keywords

adaptive queueing controlbackward inductionBernoulli queuefinite algorithmoptimal policyunbounded cost

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Probabilistic methods, stochastic differential equations (65C99) Numerical optimization and variational techniques (65K10) Optimal stochastic control (93E20)

Review text

A method for the solution of adaptive queueing control is proposed. It is obtained by generalization of the non-adaptive approach and backward induction introduced by \textit{L. C. Thomas} in order to get an \(\epsilon\)- optimal solution for the problem of adaptive inventory control [A finite algorithm for \(\epsilon\)-optimal solutions of the infinite horizon adaptive inventory model, Notes in Decision Theory No.71, Department of Decision Theory, University of Manchester (1979]. To overcome the difficulty of unbounded cost the author uses a weighted supremum norm due to \textit{J. Wessels} [J. Math. Anal. Appl. 58, 326-335 (1977; Zbl 0354.90087)]. The relationship between the adaptive queueing control model and the non- adaptive one is discussed. A finite algorithm for calculating the \(\epsilon\)-optimal cost and for determining a \(2\epsilon\)-optimal policy is given. A formula allowing to calculate the number of backward induction steps is established. Numerical results are given. The paper is restricted to the case of Bernoulli queue but the author is stating that the ``the idea and method can be generalized in more general queueing control problem.

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Cites work

• Adaptive control of M/M/1 queues—continuous-time Markov decision process approach
• Adaptive control of Bernoulli queues
• Adaptive control of service in queueing systems
• scientific article; zbMATH DE number 3800740 (Why is no real title available?)
• Markov programming by successive approximations with respect to weighted supremum norms
• On continuous dynamic programming with discrete time-parameter

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• Adaptive control of Bernoulli queues
• An extended warrantly policy with options open to consumers
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