Optimal control of service rates in networks of queues

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Abstract
We prove a monotonicity result for the problem of optimal service rate control in certain queueing networks. Consider, as an illustrative example, a number of ·/M/1 queues which are arranged in a cycle with some number of customers moving around the cycle. A holding cost hi(xi) is charged for each unit of time that queue i contains xi customers, with hi being convex. As a function of the queue lengths the service rate at each queue i is to be chosen in the interval , where cost ci(μ) is charged for each unit of time that the service rate μis in effect at queue i. It is shown that the policy which minimizes the expected total discounted cost has a monotone structure: namely, that by moving one customer from queue i to the following queue, the optimal service rate in queue i is not increased and the optimal service rates elsewhere are not decreased. We prove a similar result for problems of optimal arrival rate and service rate control in general queueing networks. The results are extended to an average-cost measure, and an example is included to show that in general the assumption of convex holding costs may not be relaxed. A further example shows that the optimal policy may not be monotone unless the choice of possible service rates at each queue includes 0.