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Optimal intensity control of a multi-class queue

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Abstract

We study a mixed problem of optimal scheduling and input and output control of a single server queue with multi-classes of customers. The model extends the classical optimal scheduling problem by allowing the general point processes as the arrival and departure processes and the control of the arrival and departure intensities. The objective of our scheduling and control problem is to minimize the expected discounted inventory cost over an infinite horizon, and the problem is formulated as an intensity control. We find the well-knowncμ is the optimal solution to our problem.

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Authors and Affiliations

  1. Faculty of Commerce and Business Administration, University of British Columbia, V6T 1W5, Vancouver, B.C., Canada

    Hong Chen

  2. Department of Mechnical and Industrial Engineering, New Jersey Institute of Technology, 07102, Newark, New Jersey, USA

    Hong Chen

Authors
  1. Hong Chen
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Additional information

Supported in part by NSF under grant ECS-8658157, by ONR under contract N00014-84-K-0465, and by a grant from AT&T Bell Laboratories.

The work was done while the author was a postdoctoral fellow in the Division of Applied Sciences, Harvard University, Cambridge, Massachusetts 02138.

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Chen, H. Optimal intensity control of a multi-class queue. Queueing Syst 5, 281–293 (1989). https://doi.org/10.1007/BF01225320

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  • DOI: https://doi.org/10.1007/BF01225320

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