We consider a class of open stochastic processing networks, with feedback routing and overlapping server capabilities, in heavy traffic. The networks we consider satisfy the so-called complete resource pooling condition and therefore have one-dimensional approximating Brownian control problems. We propose a simple discrete review policy for controlling such networks. Assuming 2 + ε moments on the interarrival times and processing times, we provide a conceptually simple proof of asymptotic optimality of the proposed policy. Contents
A system manager dynamically controls a diffusion process Z that lives in a finite interval [0,b]. Control takes the form of a negative drift rate \theta that is chosen from a fixed set A of available values. The controlled process evolves according to the differential relationship dZ=dX-\theta(Z) dt+dL-dU, where X is a (0,\sigma) Brownian motion, and L and U are increasing processes that enforce a lower reflecting barrier at Z=0 and an upper reflecting barrier at Z=b, respectively. The cumulative cost process increases according to the differential relationship d\xi =c(\theta(Z)) dt+p dU, where c(\cdot) is a nondecreasing cost of control and p>0 is a penalty rate associated with displacement at the upper boundary. The objective is to minimize long-run average cost. This problem is solved explicitly, which allows one to also solve the following, essentially equivalent formulation: minimize the long-run average cost of control subject to an upper bound constraint on the average rate at which U increases. The two special problem features that allow an explicit solution are the use of a long-run average cost criterion, as opposed to a discounted cost criterion, and the lack of state-related costs other than boundary displacement penalties. The application of this theory to power control in wireless communication is discussed.Comment: Published at http://dx.doi.org/10.1214/105051604000000855 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org
We study a service facility in which the system manager dynamically controls the arrival and service rates to maximize the long-run average value generated. We initially consider a rate-setting problem where the service facility is modeled as an M/M/1 queue with adjustable arrival and service rates and solve this problem explicitly. Next, we use this solution to study a price-setting problem, where customers are utility maximizing and price- and delay-sensitive, and the system manager chooses state-dependent service rates and prices. We find that the optimal arrival rate is decreasing and the optimal service rate is increasing in the number of customers in the system; however, the optimal price need not be monotone. We also show that under the optimal policy, the service facility operates as one with a finite buffer. Finally, we study a numerical example to compare the social welfare achieved using a dynamic policy to that achieved using static policies and show the dynamic policy offers significant welfare gains.stochastic models of service systems, dynamic control, delay-sensitive customers
Objective To develop a core outcome set for endometriosis. Design Consensus development study. Setting International. Population One hundred and sixteen healthcare professionals, 31 researchers and 206 patient representatives. Methods Modified Delphi method and modified nominal group technique. Results The final core outcome set includes three core outcomes for trials evaluating potential treatments for pain and other symptoms associated with endometriosis: overall pain; improvement in the most troublesome symptom; and quality of life. In addition, eight core outcomes for trials evaluating potential treatments for infertility associated with endometriosis were identified: viable intrauterine pregnancy confirmed by ultrasound; pregnancy loss, including ectopic pregnancy, miscarriage, stillbirth and termination of pregnancy; live birth; time to pregnancy leading to live birth; gestational age at delivery; birthweight; neonatal mortality; and major congenital abnormalities. Two core outcomes applicable to all trials were also identified: adverse events and patient satisfaction with treatment. Conclusions Using robust consensus science methods, healthcare professionals, researchers and women with endometriosis have developed a core outcome set to standardise outcome selection, collection and reporting across future randomised controlled trials and systematic reviews evaluating potential treatments for endometriosis. Tweetable abstract @coreoutcomes for future #endometriosis research have been developed @jamesmnduffy.
W e model the decision-making process of callers in call centers as an optimal stopping problem. After each waiting period, a caller decides whether to abandon a call or continue to wait. The utility of a caller is modeled as a function of her waiting cost and reward for service. We use a random-coefficients model to capture the heterogeneity of the callers and estimate the cost and reward parameters of the callers using the data from individual calls made to an Israeli call center. We also conduct a series of counterfactual analyses that explore the effects of changes in service discipline on resulting waiting times and abandonment rates. Our analysis reveals that modeling endogenous caller behavior can be important when major changes (such as a change in service discipline) are implemented and that using a model with an exogenously specified abandonment distribution may be misleading.
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