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Some optimal control problems for queueing systems

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Stochastic Systems: Modeling, Identification and Optimization, II

Part of the book series: Mathematical Programming Studies ((MATHPROGRAMM,volume 6))

Abstract

We consider here the optimal control of the number of servers in the M/M/S queue and M/G/1 queue. There are switching costs for every change of the control variable and the finite horizon problem is considered.

We obtain optimality conditions which take the form of differential inequalities similar to those introduced by A. Bensoussan-J.L. Lions for the control of diffusion processes.

The method used here can be applied to more general processes than queuing processes.

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References

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Roger J.- B. Wets

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© 1976 The Mathematical Programming Society

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Robin, M. (1976). Some optimal control problems for queueing systems. In: Wets, R.J.B. (eds) Stochastic Systems: Modeling, Identification and Optimization, II. Mathematical Programming Studies, vol 6. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0120749

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  • DOI: https://doi.org/10.1007/BFb0120749

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00785-9

  • Online ISBN: 978-3-642-00786-6

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