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Value Function Approximation in Complex Queueing Systems

  • Sandjai BhulaiEmail author
Chapter
Part of the International Series in Operations Research & Management Science book series (ISOR, volume 248)

Abstract

The application of Markov decision theory to the control of queueing systems often leads to models with enormous state spaces. Hence, direct computation of optimal policies with standard techniques and algorithms is almost impossible for most practical models. A convenient technique to overcome this issue is to use one-step policy improvement. For this technique to work, one needs to have a good understanding of the queueing system under study, and its (approximate) value function under policies that decompose the system into less complicated systems. This warrants the research on the relative value functions of simple queueing models, that can be used in the control of more complex queueing systems. In this chapter we provide a survey of value functions of basic queueing models and show how they can be applied to the control of more complex queueing systems.

Key words

One-step policy improvement Relative value function Complex queueing systems Approximate dynamic programming 

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  1. 1.Faculty of SciencesVrije Universiteit AmsterdamAmsterdamThe Netherlands

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