scholarly journals A continuous-time queueing model with class clustering and global FCFS service discipline

2014 ◽  
Vol 10 (1) ◽  
pp. 193-206 ◽  
Author(s):  
Willem Mélange ◽  
◽  
Herwig Bruneel ◽  
Bart Steyaert ◽  
Dieter Claeys ◽  
...  
2012 ◽  
Vol 223 (1) ◽  
pp. 123-132 ◽  
Author(s):  
Herwig Bruneel ◽  
Willem Mélange ◽  
Bart Steyaert ◽  
Dieter Claeys ◽  
Joris Walraevens

1994 ◽  
Vol 31 (A) ◽  
pp. 115-129 ◽  
Author(s):  
W. Böhm ◽  
S. G. Mohanty

In this contribution we consider an M/M/1 queueing model with general server vacations. Transient and steady state analysis are carried out in discrete time by combinatorial methods. Using weak convergence of discrete-parameter Markov chains we also obtain formulas for the corresponding continuous-time queueing model. As a special case we discuss briefly a queueing system with a T-policy operating.


1983 ◽  
Vol 15 (2) ◽  
pp. 274-303 ◽  
Author(s):  
Arie Hordijk ◽  
Frank A. Van Der Duyn Schouten

Recently the authors introduced the concept of Markov decision drift processes. A Markov decision drift process can be seen as a straightforward generalization of a Markov decision process with continuous time parameter. In this paper we investigate the existence of stationary average optimal policies for Markov decision drift processes. Using a well-known Abelian theorem we derive sufficient conditions, which guarantee that a ‘limit point' of a sequence of discounted optimal policies with the discounting factor approaching 1 is an average optimal policy. An alternative set of sufficient conditions is obtained for the case in which the discounted optimal policies generate regenerative stochastic processes. The latter set of conditions is easier to verify in several applications. The results of this paper are also applicable to Markov decision processes with discrete or continuous time parameter and to semi-Markov decision processes. In this sense they generalize some well-known results for Markov decision processes with finite or compact action space. Applications to an M/M/1 queueing model and a maintenance replacement model are given. It is shown that under certain conditions on the model parameters the average optimal policy for the M/M/1 queueing model is monotone non-decreasing (as a function of the number of waiting customers) with respect to the service intensity and monotone non-increasing with respect to the arrival intensity. For the maintenance replacement model we prove the average optimality of a bang-bang type policy. Special attention is paid to the computation of the optimal control parameters.


1994 ◽  
Vol 31 (A) ◽  
pp. 115-129 ◽  
Author(s):  
W. Böhm ◽  
S. G. Mohanty

In this contribution we consider an M/M/1 queueing model with general server vacations. Transient and steady state analysis are carried out in discrete time by combinatorial methods. Using weak convergence of discrete-parameter Markov chains we also obtain formulas for the corresponding continuous-time queueing model. As a special case we discuss briefly a queueing system with a T-policy operating.


1983 ◽  
Vol 15 (02) ◽  
pp. 274-303 ◽  
Author(s):  
Arie Hordijk ◽  
Frank A. Van Der Duyn Schouten

Recently the authors introduced the concept of Markov decision drift processes. A Markov decision drift process can be seen as a straightforward generalization of a Markov decision process with continuous time parameter. In this paper we investigate the existence of stationary average optimal policies for Markov decision drift processes. Using a well-known Abelian theorem we derive sufficient conditions, which guarantee that a ‘limit point' of a sequence of discounted optimal policies with the discounting factor approaching 1 is an average optimal policy. An alternative set of sufficient conditions is obtained for the case in which the discounted optimal policies generate regenerative stochastic processes. The latter set of conditions is easier to verify in several applications. The results of this paper are also applicable to Markov decision processes with discrete or continuous time parameter and to semi-Markov decision processes. In this sense they generalize some well-known results for Markov decision processes with finite or compact action space. Applications to an M/M/1 queueing model and a maintenance replacement model are given. It is shown that under certain conditions on the model parameters the average optimal policy for the M/M/1 queueing model is monotone non-decreasing (as a function of the number of waiting customers) with respect to the service intensity and monotone non-increasing with respect to the arrival intensity. For the maintenance replacement model we prove the average optimality of a bang-bang type policy. Special attention is paid to the computation of the optimal control parameters.


2016 ◽  
Vol 71 ◽  
pp. 23-33 ◽  
Author(s):  
Willem Mélange ◽  
Joris Walraevens ◽  
Dieter Claeys ◽  
Bart Steyaert ◽  
Herwig Bruneel

Top ◽  
2016 ◽  
Vol 25 (1) ◽  
pp. 164-178 ◽  
Author(s):  
Herwig Bruneel ◽  
Willem Mélange ◽  
Dieter Claeys ◽  
Joris Walraevens

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