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Admission Control with Incomplete Information of a Queueing System

Author

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  • Kyle Y. Lin

    (Grado Department of Industrial and Systems Engineering, Virginia Polytechnic Institute and State University, Blacksburg, Virginia 24061)

  • Sheldon M. Ross

    (Department of Industrial Engineering and Operations Research, University of California, Berkeley, California 94720)

Abstract

We consider a multiple-server loss model where customers arrive at a gatekeeper according to a Poisson process. A cost c is incurred if a new arrival is blocked from entering the system by the gatekeeper, while a larger cost K is incurred if an admitted customer finds all servers busy and therefore has to leave the system. The key assumption is that the gatekeeper is informed when an admitted customer finds all servers busy, but is not informed when served customers depart. Assuming an exponential service distribution, we show that, in the case of a single server, a threshold-type policy that blocks for a certain amount of time after a new arrival is admitted is optimal. When there are multiple servers, we propose two types of heuristic policies. We analytically compute the best policy of the first type, and use simulation to estimate that of the other.

Suggested Citation

  • Kyle Y. Lin & Sheldon M. Ross, 2003. "Admission Control with Incomplete Information of a Queueing System," Operations Research, INFORMS, vol. 51(4), pages 645-654, August.
    • Handle: RePEc:inm:oropre:v:51:y:2003:i:4:p:645-654
    DOI: 10.1287/opre.51.4.645.16103
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    References listed on IDEAS

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    3. MILLER, Bruce L., 1969. "A queueing reward system with several customer classes," LIDAM Reprints CORE 41, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Bruce L. Miller, 1969. "A Queueing Reward System with Several Customer Classes," Management Science, INFORMS, vol. 16(3), pages 234-245, November.
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    6. Knudsen, Niels Chr, 1972. "Individual and Social Optimization in a Multiserver Queue with a General Cost-Benefit Structure," Econometrica, Econometric Society, vol. 40(3), pages 515-528, May.
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    Cited by:

    1. Ulrich Rieder & Jens Winter, 2009. "Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 70(3), pages 567-596, December.

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