THE OPTIMAL CONTROL OF A GENERAL TANDEM QUEUE

2006 ◽  
Vol 20 (2) ◽  
pp. 307-327 ◽  
Author(s):  
Josef Weichbold ◽  
Klaus Schiefermayr
Keyword(s):  
Optimal Control ◽  
Sufficient Condition ◽  
Scheduling Problem ◽  
Tandem Queue ◽  
Holding Costs ◽  
System A ◽  
Flexible Servers

We consider a scheduling problem with two interconnected queues and two flexible servers. It is assumed that all jobs are present at the beginning and that there are no further arrivals to the system at any time. For each job, there are waiting costs per unit of time until the job leaves the system. A job of queue 1, after being served, joins queue 2 with probability p and leaves the system with probability 1 − p. The objective is how to allocate the two servers to the queues such that the expected total holding costs until the system is empty are minimized. We give a sufficient condition such that for any number of jobs in queue 1 and queue 2, it is optimal to allocate both servers to queue 1 (resp. queue 2).

scholarly journals A complete solution for the optimal stochastic scheduling of a two-stage tandem queue with two flexible servers

2005 ◽  
Vol 42 (03) ◽  
pp. 778-796 ◽  
Author(s):  
Klaus Schiefermayr ◽  
Josef Weichbold
Keyword(s):  
Optimal Control ◽  
Optimal Strategy ◽  
Complete Solution ◽  
Stochastic Scheduling ◽  
Tandem Queue ◽  
Two Stage ◽  
Holding Costs ◽  
Parallel Servers ◽  
Processing Times ◽  
Flexible Servers

We consider a two-stage tandem queue with two parallel servers and two queues. We assume that initially all jobs are present and that no further arrivals take place at any time. The two servers are identical and can serve both types of job. The processing times are exponentially distributed. After being served, a job of queue 1 joins queue 2, whereas a job of queue 2 leaves the system. Holding costs per job and per unit time are incurred if there are jobs holding in the system. Our goal is to find the optimal strategy that minimizes the expected total holding costs until the system is cleared. We give a complete solution for the optimal control of all possible parameters (costs and service times), especially for those parameter regions in which the optimal control depends on how many jobs are present in the two queues.

scholarly journals A complete solution for the optimal stochastic scheduling of a two-stage tandem queue with two flexible servers

2005 ◽  
Vol 42 (3) ◽  
pp. 778-796 ◽  
Author(s):  
Klaus Schiefermayr ◽  
Josef Weichbold
Keyword(s):  
Optimal Control ◽  
Optimal Strategy ◽  
Complete Solution ◽  
Stochastic Scheduling ◽  
Tandem Queue ◽  
Two Stage ◽  
Holding Costs ◽  
Parallel Servers ◽  
Processing Times ◽  
Flexible Servers

We consider a two-stage tandem queue with two parallel servers and two queues. We assume that initially all jobs are present and that no further arrivals take place at any time. The two servers are identical and can serve both types of job. The processing times are exponentially distributed. After being served, a job of queue 1 joins queue 2, whereas a job of queue 2 leaves the system. Holding costs per job and per unit time are incurred if there are jobs holding in the system. Our goal is to find the optimal strategy that minimizes the expected total holding costs until the system is cleared. We give a complete solution for the optimal control of all possible parameters (costs and service times), especially for those parameter regions in which the optimal control depends on how many jobs are present in the two queues.

OPTIMAL CONTROL OF FLEXIBLE SERVERS IN TWO TANDEM QUEUES WITH OPERATING COSTS

2007 ◽  
Vol 22 (1) ◽  
pp. 107-131 ◽  
Author(s):  
Dimitrios G. Pandelis
Keyword(s):  
Optimal Control ◽  
Optimal Policy ◽  
Optimal Allocation ◽  
Operating Costs ◽  
Queuing Systems ◽  
Tandem Queues ◽  
Holding Costs ◽  
Flexible Servers ◽  
Tandem Queuing ◽  
Dedicated Servers

We consider two-stage tandem queuing systems with dedicated servers in each station and flexible servers that can serve in both stations. We assume exponential service times, linear holding costs, and operating costs incurred by the servers at rates proportional to their speeds. Under conditions that ensure the optimality of nonidling policies, we show that the optimal allocation of flexible servers is determined by a transition-monotone policy. Moreover, we present conditions under which the optimal policy can be explicitly determined.

OPTIMAL CONTROL OF A TWO-STAGE TANDEM QUEUING SYSTEM WITH FLEXIBLE SERVERS

2002 ◽  
Vol 16 (4) ◽  
pp. 453-469 ◽  
Author(s):  
Hyun-soo Ahn ◽  
Izak Duenyas ◽  
Mark E. Lewis
Keyword(s):  
Optimal Control ◽  
Numerical Study ◽  
Queuing System ◽  
Two Stage ◽  
Holding Costs ◽  
Parallel Servers ◽  
Flexible Servers ◽  
Carry Over ◽  
Tandem Queuing ◽  
New Jobs

We consider the optimal control of two parallel servers in a two-stage tandem queuing system with two flexible servers. New jobs arrive at station 1, after which a series of two operations must be performed before they leave the system. Holding costs are incurred at rate h1 per unit time for each job at station 1 and at rate h2 per unit time for each job at station 2.The system is considered under two scenarios; the collaborative case and the noncollaborative case. In the prior, the servers can collaborate to work on the same job, whereas in the latter, each server can work on a unique job although they can work on separate jobs at the same station. We provide simple conditions under which it is optimal to allocate both servers to station 1 or 2 in the collaborative case. In the noncollaborative case, we show that the same condition as in the collaborative case guarantees the existence of an optimal policy that is exhaustive at station 1. However, the condition for exhaustive service at station 2 to be optimal does not carry over. This case is examined via a numerical study.

Optimal stochastic scheduling of a two-stage tandem queue with parallel servers

1999 ◽  
Vol 31 (04) ◽  
pp. 1095-1117 ◽  
Author(s):  
Hyun-Soo Ahn ◽  
Izak Duenyas ◽  
Rachel Q. Zhang
Keyword(s):  
Numerical Study ◽  
Stochastic Scheduling ◽  
Static Case ◽  
Tandem Queue ◽  
Two Stage ◽  
Holding Costs ◽  
Parallel Servers ◽  
Cross Training ◽  
Dynamic Case ◽  
Sufficient And Necessary Conditions

We consider the optimal stochastic scheduling of a two-stage tandem queue with two parallel servers. The servers can serve either queue at any point in time and the objective is to minimize the total holding costs incurred until all jobs leave the system. We characterize sufficient and necessary conditions under which it is optimal to allocate both servers to the upstream or downstream queue. We then conduct a numerical study to investigate whether the results shown for the static case also hold for the dynamic case. Finally, we provide a numerical study that explores the benefits of having two flexible parallel servers which can work at either queue versus servers dedicated to each queue. We discuss the results' implications for cross-training workers to perform multiple tasks.

CHAOTIFYING FUZZY HYPERBOLIC MODEL USING ADAPTIVE INVERSE OPTIMAL CONTROL APPROACH

2004 ◽  
Vol 14 (10) ◽  
pp. 3505-3517 ◽  
Author(s):  
HUAGUANG ZHANG ◽  
ZHILIANG WANG ◽  
DERONG LIU
Keyword(s):  
Optimal Control ◽  
Chaotic System ◽  
Parameter Tuning ◽  
Hyperbolic Model ◽  
Inverse Optimal Control ◽  
Control Approach ◽  
Adaptive Parameter ◽  
System A ◽  
Tuning Methods ◽  
Optimal Control Approach

In this paper, the problem of chaotifying the continuous-time fuzzy hyperbolic model (FHM) is studied. By tracking the dynamics of a chaotic system, a controller based on inverse optimal control and adaptive parameter tuning methods is designed to chaotify the FHM. Simulation results show that for any initial value the FHM can track a chaotic system asymptotically.

Optimal stochastic scheduling of a two-stage tandem queue with parallel servers

1999 ◽  
Vol 31 (4) ◽  
pp. 1095-1117 ◽  
Author(s):  
Hyun-Soo Ahn ◽  
Izak Duenyas ◽  
Rachel Q. Zhang
Keyword(s):  
Numerical Study ◽  
Stochastic Scheduling ◽  
Static Case ◽  
Tandem Queue ◽  
Two Stage ◽  
Holding Costs ◽  
Parallel Servers ◽  
Cross Training ◽  
Dynamic Case ◽  
Sufficient And Necessary Conditions

We consider the optimal stochastic scheduling of a two-stage tandem queue with two parallel servers. The servers can serve either queue at any point in time and the objective is to minimize the total holding costs incurred until all jobs leave the system. We characterize sufficient and necessary conditions under which it is optimal to allocate both servers to the upstream or downstream queue. We then conduct a numerical study to investigate whether the results shown for the static case also hold for the dynamic case. Finally, we provide a numerical study that explores the benefits of having two flexible parallel servers which can work at either queue versus servers dedicated to each queue. We discuss the results' implications for cross-training workers to perform multiple tasks.

A Class of Stochastic Control Problem Governed by a Poisson Process

2012 ◽  
Vol 450-451 ◽  
pp. 46-55
Author(s):  
Shao Lin Tian ◽  
Ji Chun Li ◽  
Kun Hui Liu
Keyword(s):  
Optimal Control ◽  
Control Problem ◽  
Poisson Process ◽  
Objective Function ◽  
Impulse Control ◽  
Sufficient Condition ◽  
Signal Process ◽  
Impulse Control Problem ◽  
State Process ◽  
Optimal Impulse

In this paper, we examine an optimal impulse control problem of stochastic system, whose state follows a Brownian motion. Here we want to maximum the objective function. The main feature of our model is that the controlled state process includes an impulse control governed by a Poisson process. In other words, the set of possible intervention times are discrete, random and determined by the signal process. Here we not only present a theorem giving a sufficient condition on the existence of an optimal control and its corresponding objective function, but also provide an explicit solution obtained under some simplified conditions.

Sign in / Sign up

Export Citation Format

Share Document