Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems

Publisher Website
Google Scholar
Abstract
Semi-Markov decision processes underlie the control of many queueing systems. In this paper, we deal with infinite state semi-Markov decision processes with nonnegative, unbounded costs and finite action sets. Axioms for the existence of an expected average cost optimal stationary policy are presented. These conditions generalize the work in Sennott [22] for Markov decision processes. Verifiable conditions for the axioms to hold are obtained. The theory is applied to control of the M/G/l queue with variable service parameter, with on-off server, and with batch processing, and to control of the G/M/m queue with variable arrival parameter and customer rejection. It is applied to a timesharing network of queues with a single server and finally to optimal routing of Poisson arrivals to parallel exponential servers. The final section extends the existence result to compact action spaces.