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On the optimality of a full-service policy for a queueing system with discounted costs

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  • Shaler Stidham

Abstract

We provide weak sufficient conditions for a full-service policy to be optimal in a queueing control problem in which the service rate is a dynamic decision variable. In our model there are service costs and holding costs and the objective is to minimize the expected total discounted cost over an infinite horizon. We begin with a semi-Markov decision model for a single-server queue with exponentially distributed inter-arrival and service times. Then we present a general model with weak probabilistic assumptions and demonstrate that the full-service policy minimizes both finite-horizon and infinite-horizon total discounted cost on each sample path. Copyright Springer-Verlag 2005

Suggested Citation

  • Shaler Stidham, 2005. "On the optimality of a full-service policy for a queueing system with discounted costs," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 62(3), pages 485-497, December.
    • Handle: RePEc:spr:mathme:v:62:y:2005:i:3:p:485-497
    DOI: 10.1007/s00186-005-0040-6
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    References listed on IDEAS

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    1. Matthew J. Sobel, 1982. "The Optimality of Full Service Policies," Operations Research, INFORMS, vol. 30(4), pages 636-649, August.
    2. Colin E. Bell, 1971. "Characterization and Computation of Optimal Policies for Operating an M / G /1 Queuing System with Removable Server," Operations Research, INFORMS, vol. 19(1), pages 208-218, February.
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