Constrained admission control to a queueing system
- 1 June 1989
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 21 (2) , 409-431
- https://doi.org/10.2307/1427167
Abstract
We consider an exponential queue with arrival and service rates depending on the number of jobs present in the queue. The queueing system is controlled by restricting arrivals. Typically, a good policy should provide a proper balance between throughput and congestion. A mathematical model for computing such a policy is a Markov decision chain with rewards and a constrained cost function. We give general conditions on the reward and cost function which guarantee the existence of an optimal threshold or thinning policy. An efficient algorithm for computing an optimal policy is constructed.Keywords
This publication has 4 references indexed in Scilit:
- Time-average optimal constrained semi-Markov decision processesAdvances in Applied Probability, 1986
- Optimal control of admission to a quenching systemIEEE Transactions on Automatic Control, 1985
- Optimal flow control of a class of queueing networks in equilibriumIEEE Transactions on Automatic Control, 1983
- Technical Note—An Equivalence Between Continuous and Discrete Time Markov Decision ProcessesOperations Research, 1979