A semidefinite programming approach to the optimal control of a single server queueing system with imposed second moment constraints
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Publication:3157383
DOI10.1057/palgrave.jors.2600764zbMath1054.90529MaRDI QIDQ3157383
José Niño-Mora, Isi Mitrani, Kevin D. Glazebrook, P. S. Ansell
Publication date: 13 January 2005
Published in: Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1057/palgrave.jors.2600764
achievable region; stochastic optimisation; Gittins index; semidefinite program; multi-class queueing system
90C22: Semidefinite programming
90C15: Stochastic programming
60K25: Queueing theory (aspects of probability theory)
90B22: Queues and service in operations research
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