Optimal routing into two heterogeneous service stations with delayed information

Artiges, Damien

doi:10.1109/9.400488

Cited by 10 publications

(8 citation statements)

References 12 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…For the case of routing to two nonsymmetric queues with infinite buffers, in which index policies need no longer be optimal, [2] shows (in a variation on the above model) that the optimal routing policy is characterized by a monotone switching curve, extending a classical result in [3] for a model without delayed information. Still, one can easily devise a variety of heuristic routing index rules by defining indices based on ad hoc arguments, analogously to the Shortest Expected Delay routing rule in [5].…”

Section: Introductionmentioning

confidence: 75%

“…To summarize, the sequence of active sets Sk generated by algorithm AG F under such an active-set family F is uniquely determined, being given by S0 = Y = S (0,0) , S1 = S (0,1) , S2 = S (1,1) , S3 = S (1,2) , S4 = S (2,2) , . .…”

Section: Choosing the Active-set Familymentioning

confidence: 99%

“…In other words, while the bottom-up version of algorithm AG F traverses the active-set family F in the order (cf. 16) S (0,0) , S (0,1) , S (1,1) , S (1,2) , . .…”

Section: A Fast Index Algorithmmentioning

confidence: 99%

See 2 more Smart Citations

Admission Control and Routing to Parallel Queues with Delayed Information via Marginal Productivity Indices

Jacko¹,

Niño‐Mora²

2008

Proceedings of the 3rd International Conference on Performance Evaluation Methodologies and Tools

View full text Add to dashboard Cite

This paper addresses the problem of designing and computing a tractable index policy for dynamic job admission control and/or routing in a discrete time Markovian model of parallel loss queues with one-period delayed state observation, which comes close to optimizing an infinite-horizon discounted or average performance objective involving linear holding costs and rejection costs. Instead of devising some ad hoc indices, we deploy a unifying fundamental design principle for design of priority index policies in dynamic resource allocation problems of multiarmed restless bandit type, based on decoupling the problem into subproblems and defining an appropriate marginal productivity index (MPI) for each subproblem. In the model of concern, such subproblems represent admission control problems to a single queue with one-period feedback delay, for which the structure of optimal policies has been characterized in previous work as being of bi-threshold type, yet without giving an algorithm to compute the optimal thresholds. We deploy in such subproblems theoretical and algorithmic results on restless bandit indexation, which yields a fast algorithm that computes the MPI for a subproblem with a buffer size of n performing only O(n) arithmetic operations. Such MPI values can be used both to immediately obtain the optimal thresholds for the subproblem, and to design an index policy for the admission control and/or routing problem in the multi-queue system. The results readily extend to models with infinite buffer space.

show abstract

Section: Introductionmentioning

confidence: 75%

Section: Choosing the Active-set Familymentioning

confidence: 99%

See 1 more Smart Citation

Admission Control and Routing to Parallel Queues with Delayed Information via Marginal Productivity Indices

Jacko¹,

Niño‐Mora²

2008

Proceedings of the 3rd International Conference on Performance Evaluation Methodologies and Tools

View full text Add to dashboard Cite

show abstract

“…Beutler and Teneketzis [15] generalize some models characterized by I ∩ Super ∩ SuperC to partial information. Artiges [10] extends the routing model of Hajek [28] to a delay of 1. A general framework for partially ordered state spaces and two actions is given in Altman and Stidham [8].…”

Section: Other State Spacesmentioning

confidence: 99%

Monotonicity in Markov Reward and Decision Chains: Theory and Applications

Koole

2006

FNT in Stochastic Systems

View full text Add to dashboard Cite

“…Altman and Koo le [I] analyze a pwblem with iwo controllers with delayed information on both actions and state. Koole [7] and Artiges [4] study n'utmg wuh delayed information. Some other control problems with more involved information structure were c1)nsidered by Hsu and Marcus [6] and Stidham [10], who study decentralized control problems.…”

Section: Introductionmentioning

confidence: 99%

Control of a random walk with noisy delayed information

Altman

Koole

1995

Systems & Control Letters

View full text Add to dashboard Cite

~e consider the control of a random walk on the nonnegative integers. The controller has tw'' a<.:llL'n~ It makes dec1s1~ns based ?n n_oisy information on the current state but on full information on previous state' and a.:tams. \\' e establish the opt1mahty of a threshold policy, where the threshold depends on the last action. and the mforma!!l>n We apply the result to flow and service control problems.

show abstract

Optimal routing into two heterogeneous service stations with delayed information

Cited by 10 publications

References 12 publications

Admission Control and Routing to Parallel Queues with Delayed Information via Marginal Productivity Indices

Admission Control and Routing to Parallel Queues with Delayed Information via Marginal Productivity Indices

Monotonicity in Markov Reward and Decision Chains: Theory and Applications

Control of a random walk with noisy delayed information

Contact Info

Product

Resources

About