Optimal control of a Markovian failure-prone manufacturing system under a risk-averse cost criterion

Author(s):  
Amir Ahmadi-Javid ◽  
Roland Malhame
Author(s):  
Pamela Badian-Pessot ◽  
Mark E. Lewis ◽  
Douglas G. Down

AbstractWe consider an M/M/1 queue with a removable server that dynamically chooses its service rate from a set of finitely many rates. If the server is off, the system must warm up for a random, exponentially distributed amount of time, before it can begin processing jobs. We show under the average cost criterion, that work conserving policies are optimal. We then demonstrate the optimal policy can be characterized by a threshold for turning on the server and the optimal service rate increases monotonically with the number in system. Finally, we present some numerical experiments to provide insights into the practicality of having both a removable server and service rate control.


Author(s):  
Pantelis Sopasakis ◽  
Mathijs Schuurmans ◽  
Panagiotis Patrinos

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