Some optimal control problems for queueing systems

M Robin�- …�Systems: Modeling, Identification and Optimization, II, 1976 - Springer
M Robin
Stochastic Systems: Modeling, Identification and Optimization, II, 1976Springer
We consider here the optimal control of the number of servers in the M/M/S queue and M/G/1
queue. There are switching costs for every change of the control variable and the finite
horizon problem is considered. We obtain optimality conditions which take the form of
differential inequalities similar to those introduced by A. Bensoussan-JL Lions for the control
of diffusion processes. The method used here can be applied to more general processes
than queuing processes.
Abstract
We consider here the optimal control of the number of servers in the M/M/S queue and M/G/1 queue. There are switching costs for every change of the control variable and the finite horizon problem is considered.
We obtain optimality conditions which take the form of differential inequalities similar to those introduced by A. Bensoussan-J.L. Lions for the control of diffusion processes.
The method used here can be applied to more general processes than queuing processes.
Springer
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