Monotone Control of Queueing and Production/Inventory Systems
Weber and Stidham (1987) used submodularity to establish transition monotonicity (a service completion at one station cannot reduce the service rate at another station) for Markovian queueing networks that meet certain regularity conditions and are controlled to minimize service and queueing costs....
| Main Authors: | , |
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| Format: | Working Paper |
| Language: | en_US |
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Massachusetts Institute of Technology, Operations Research Center
2004
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| Online Access: | http://hdl.handle.net/1721.1/5312 |
| _version_ | 1811077908399128576 |
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| author | Veatch, Michael H. Wein, Lawrence M. |
| author_facet | Veatch, Michael H. Wein, Lawrence M. |
| author_sort | Veatch, Michael H. |
| collection | MIT |
| description | Weber and Stidham (1987) used submodularity to establish transition monotonicity (a service completion at one station cannot reduce the service rate at another station) for Markovian queueing networks that meet certain regularity conditions and are controlled to minimize service and queueing costs. We give an extension of monotonicity to other directions in the state space, such as arrival transitions, and to arrival routing problems. The conditions used to establish monotonicity, which deal with the boundary of the state space, are easily verified for many queueing systems. We also show that, without service costs, transition-monotone controls can be described by simple control regions and switching functions, extending earlier results. The theory is applied to production/inventory systems with holding costs at each stage and finished goods backorder costs. |
| first_indexed | 2024-09-23T10:50:12Z |
| format | Working Paper |
| id | mit-1721.1/5312 |
| institution | Massachusetts Institute of Technology |
| language | en_US |
| last_indexed | 2024-09-23T10:50:12Z |
| publishDate | 2004 |
| publisher | Massachusetts Institute of Technology, Operations Research Center |
| record_format | dspace |
| spelling | mit-1721.1/53122019-04-10T19:06:23Z Monotone Control of Queueing and Production/Inventory Systems Veatch, Michael H. Wein, Lawrence M. control of queues, dynamic programming, submodularity, monotone policies, production/inventory systems. Weber and Stidham (1987) used submodularity to establish transition monotonicity (a service completion at one station cannot reduce the service rate at another station) for Markovian queueing networks that meet certain regularity conditions and are controlled to minimize service and queueing costs. We give an extension of monotonicity to other directions in the state space, such as arrival transitions, and to arrival routing problems. The conditions used to establish monotonicity, which deal with the boundary of the state space, are easily verified for many queueing systems. We also show that, without service costs, transition-monotone controls can be described by simple control regions and switching functions, extending earlier results. The theory is applied to production/inventory systems with holding costs at each stage and finished goods backorder costs. 2004-05-28T19:33:06Z 2004-05-28T19:33:06Z 1991-08 Working Paper http://hdl.handle.net/1721.1/5312 en_US Operations Research Center Working Paper;OR 257-91 1214972 bytes application/pdf application/pdf Massachusetts Institute of Technology, Operations Research Center |
| spellingShingle | control of queues, dynamic programming, submodularity, monotone policies, production/inventory systems. Veatch, Michael H. Wein, Lawrence M. Monotone Control of Queueing and Production/Inventory Systems |
| title | Monotone Control of Queueing and Production/Inventory Systems |
| title_full | Monotone Control of Queueing and Production/Inventory Systems |
| title_fullStr | Monotone Control of Queueing and Production/Inventory Systems |
| title_full_unstemmed | Monotone Control of Queueing and Production/Inventory Systems |
| title_short | Monotone Control of Queueing and Production/Inventory Systems |
| title_sort | monotone control of queueing and production inventory systems |
| topic | control of queues, dynamic programming, submodularity, monotone policies, production/inventory systems. |
| url | http://hdl.handle.net/1721.1/5312 |
| work_keys_str_mv | AT veatchmichaelh monotonecontrolofqueueingandproductioninventorysystems AT weinlawrencem monotonecontrolofqueueingandproductioninventorysystems |