A monotonic property of the optimal admission control to an M/M/1 queue under periodic observations with average cost criterion
(2004) In Seventeenth Nordic Teletraffic Seminar, NTS 17, Fornebu, Norway, 25-27 August 2004- Abstract
- We consider the problem of admission control to an M/M/1 queue under periodic
observations with average cost criterion. The admission controller receives
the system state information every ø :th second and can accordingly adjust the
acceptance probability for customers who arrive before the next state information
update instance. For a period of ø seconds, the cost is a linear function of the
time average of customer populations and the total number of served customers
in that period. The objective is to Ønd a stationary deterministic control policy
that minimizes the long run average cost. The problem is formulated as a discrete
time Markov decision process whose... (More) - We consider the problem of admission control to an M/M/1 queue under periodic
observations with average cost criterion. The admission controller receives
the system state information every ø :th second and can accordingly adjust the
acceptance probability for customers who arrive before the next state information
update instance. For a period of ø seconds, the cost is a linear function of the
time average of customer populations and the total number of served customers
in that period. The objective is to Ønd a stationary deterministic control policy
that minimizes the long run average cost. The problem is formulated as a discrete
time Markov decision process whose states are fully observable. By taking the
control period ø to 0 or to 1, the model in question generalizes two classical
queueing control problems: the open and the closed loop admission control to an
M/M/1 queue. We show that the optimal policy is to admit customers with a
non-increasing probability with respect to the observed number of customers in
the system. Numerical examples are also given. (Less)
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/record/532304
- author
- Cao, Jianhua ^{LU} and Nyberg, Christian ^{LU}
- organization
- publishing date
- 2004
- type
- Chapter in Book/Report/Conference proceeding
- publication status
- published
- subject
- in
- Seventeenth Nordic Teletraffic Seminar, NTS 17, Fornebu, Norway, 25-27 August 2004
- publisher
- Fornebu : Telenor
- ISBN
- 82-423-0595-1
- language
- English
- LU publication?
- yes
- id
- 190760af-4581-4493-bc5a-5a72648d1b0b (old id 532304)
- date added to LUP
- 2007-09-13 13:20:36
- date last changed
- 2016-04-16 10:33:26
@misc{190760af-4581-4493-bc5a-5a72648d1b0b, abstract = {We consider the problem of admission control to an M/M/1 queue under periodic<br/><br> observations with average cost criterion. The admission controller receives<br/><br> the system state information every ø :th second and can accordingly adjust the<br/><br> acceptance probability for customers who arrive before the next state information<br/><br> update instance. For a period of ø seconds, the cost is a linear function of the<br/><br> time average of customer populations and the total number of served customers<br/><br> in that period. The objective is to Ønd a stationary deterministic control policy<br/><br> that minimizes the long run average cost. The problem is formulated as a discrete<br/><br> time Markov decision process whose states are fully observable. By taking the<br/><br> control period ø to 0 or to 1, the model in question generalizes two classical<br/><br> queueing control problems: the open and the closed loop admission control to an<br/><br> M/M/1 queue. We show that the optimal policy is to admit customers with a<br/><br> non-increasing probability with respect to the observed number of customers in<br/><br> the system. Numerical examples are also given.}, author = {Cao, Jianhua and Nyberg, Christian}, isbn = {82-423-0595-1}, language = {eng}, publisher = {ARRAY(0x980b7f0)}, series = {Seventeenth Nordic Teletraffic Seminar, NTS 17, Fornebu, Norway, 25-27 August 2004}, title = {A monotonic property of the optimal admission control to an M/M/1 queue under periodic observations with average cost criterion}, year = {2004}, }