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On computing average cost optimal policies with application to routing to parallel queues

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  • Linn Sennott

Abstract

The Approximating Sequence Method for computation of average cost optimal stationary policies in denumerahle state Markov decision chains, introduced in Sennott (1994), is reviewed. New methods for verifying the assumptions are given. These are useful for models with multidimensional state spaces that satisfy certain mild structural properties. The results are applied to four problems in the optimal routing of packets to parallel queues. Numerical results are given for one of the models. Copyright Physica-Verlag 1997

Suggested Citation

  • Linn Sennott, 1997. "On computing average cost optimal policies with application to routing to parallel queues," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 45(1), pages 45-62, February.
    • Handle: RePEc:spr:mathme:v:45:y:1997:i:1:p:45-62
    DOI: 10.1007/BF01194247
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    References listed on IDEAS

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    1. Susan H. Xu & Rhonda Righter & J. George Shanthikumar, 1992. "Optimal Dynamic Assignment of Customers to Heterogeneous Servers in Parallel," Operations Research, INFORMS, vol. 40(6), pages 1126-1138, December.
    2. Linn I. Sennott, 1989. "Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs," Operations Research, INFORMS, vol. 37(4), pages 626-633, August.
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