Convexity in tandem queues. (English) Zbl 1048.60070
The method used in the article is based on certain properties of the dynamical programming value function. It is based on two main ideas: to split up the function into smaller components, and to give the set of functions that is to be propagated a central place, instead of the model itself. The author derives convexity results for the value functions of tandem queueing systems. The results for standard multiserver queues seem to be new. Applications that are based on multimodularity or directional convexity of the value function are related to the comparison of queueing systems.
Reviewer: Anatolij Dvurečenskij (Bratislava)
MSC:
| 60K25 | Queueing theory (aspects of probability theory) |
| 90C39 | Dynamic programming |
| 90B22 | Queues and service in operations research |
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