Solving convex optimization with side constraints in a multi-class queue by adaptive cμ rule

We study convex optimization problems with side constraints in a multi-class M/G/1M/G/1 queue with controllable service rates. In the simplest problem of optimizing linear costs with fixed service rate, the cμ rule is known to be optimal. A natural question to ask is whether such simple policies e...

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Bibliographic Details
Main Authors: Li, Chih-ping, Neely, Michael J.
Other Authors: Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Format: Article
Language:English
Published: Springer US 2016
Online Access:http://hdl.handle.net/1721.1/104074