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Optimal control of the service rate in an M/G/1 queueing system

Published online by Cambridge University Press:  01 July 2016

Bharat T. Doshi
Bharat T. Doshi*
Affiliation:
Rutgers University
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Abstract

We consider an M/G/1 queue in which the service rate is subject to control. The control is exercised continuously and is based on the observations of the residual workload process. For both the discounted cost and the average cost criteria we obtain conditions which are sufficient for a stationary policy to be optimal. When the service cost rate and the holding cost rates are non-decreasing and convex it is shown that these sufficient conditions are satisfied by a monotonic policy, thus showing its optimality.

Keywords

M/G/1 QUEUEOPTIMAL CONTROLCONTINUOUS-TIME MARKOV DECISION PROCESSSERVICE RATE CONTROL
Type
Research Article
Information
Advances in Applied Probability , Volume 10 , Issue 3 , September 1978 , pp. 682 - 701
Copyright
Copyright © Applied Probability Trust 1978 

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