Optimal control and performance analysis of an queue with batches of negative customers
RAIRO - Operations Research - Recherche Opérationnelle, Tome 38 (2004) no. 2, pp. 121-151
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We consider a Markov decision process for an queue that is controlled by batches of negative customers. More specifically, we derive conditions that imply threshold-type optimal policies, under either the total discounted cost criterion or the average cost criterion. The performance analysis of the model when it operates under a given threshold-type policy is also studied. We prove a stability condition and a complete stochastic comparison characterization for models operating under different thresholds. Exact and asymptotic results concerning the computation of the stationary distribution of the model are also derived.
DOI :
10.1051/ro:2004016
Keywords:
queueing, Markov decision processes, negative customers, stationary distribution, stochastic comparison
@article{RO_2004__38_2_121_0,
author = {Artalejo, Jesus R. and Economou, Antonis},
title = {Optimal control and performance analysis of an $M^{X}/M/1$ queue with batches of negative customers},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {121--151},
publisher = {EDP-Sciences},
volume = {38},
number = {2},
year = {2004},
doi = {10.1051/ro:2004016},
mrnumber = {2081834},
zbl = {1092.90013},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1051/ro:2004016/}
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AU - Artalejo, Jesus R.
AU - Economou, Antonis
TI - Optimal control and performance analysis of an $M^{X}/M/1$ queue with batches of negative customers
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 2004
SP - 121
EP - 151
VL - 38
IS - 2
PB - EDP-Sciences
UR - http://geodesic.mathdoc.fr/articles/10.1051/ro:2004016/
DO - 10.1051/ro:2004016
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%A Economou, Antonis
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Artalejo, Jesus R.; Economou, Antonis. Optimal control and performance analysis of an $M^{X}/M/1$ queue with batches of negative customers. RAIRO - Operations Research - Recherche Opérationnelle, Tome 38 (2004) no. 2, pp. 121-151. doi: 10.1051/ro:2004016
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