Fluid models of sequencing problems in open queueing networks; an optimal control approach. (English) Zbl 0837.60083
Kelly, Frank P. (ed.) et al., Stochastic networks. Proceedings of a workshop of the 1993-94 IMA program on emerging applications of probability. New York, NY: Springer-Verlag. IMA Vol. Math. Appl. 71, 199-234 (1995).
From the authors’ abstract: An optimal control approach to the optimization of fluid models of open multiclass queueing networks is proposed. Using Pontryagin’s maximum principle, insights on optimal policies are obtained and it is shown that they are characterized by dynamic indices that lead to policies of the threshold type. A numerical approach to the problem that discretizes the problem and solves it as a linear programming problem – producing a solution that is nearly optimal – is proposed. Finally, a heuristic algorithm for the problem that captures interactions among various classes and has the attractive feature that it learns by solving smaller instances is proposed. The heuristic algorithm leads to a very fast and completely automatic process for solving the problem.
For the entire collection see [Zbl 0819.00026].
For the entire collection see [Zbl 0819.00026].
Reviewer: D.N.Shanbhag (Sheffield)
MSC:
| 60K20 | Applications of Markov renewal processes (reliability, queueing networks, etc.) |
| 60K25 | Queueing theory (aspects of probability theory) |
| 60J70 | Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) |
| 93E20 | Optimal stochastic control |
