A Uniformization Approach for the Dynamic Control of Queueing Systems with Abandonments

نویسندگان

  • Benjamin Legros
  • Oualid Jouini
  • Ger Koole
چکیده

We consider queueing systems with generally distributed abandonment times. By explicitly modeling the waiting time of the first customer in line, we obtain a natural bounded jump Markov process allowing for uniformization. This approach is useful to solve, via dynamic programming, various optimization problems where the objectives and/or constraints involve the distributions of the performance measures, not only their expected values. An illustration of the usefulness of the approach is given for the dynamic control of a V-design queueing problem.

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عنوان ژورنال:
  • Operations Research

دوره 66  شماره 

صفحات  -

تاریخ انتشار 2018