Optimal policy for controlling two-server queueing systems with jockeying
This paper studies the optimal policy for joint control of admission, routing, service, and jockeying in a queueing system consisting of two exponential servers in parallel. Jobs arrive according to a Poisson process. Upon each arrival, an admission/routing decision is made, and the accepted job is...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
2022
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/163004 |
| _version_ | 1811676443954905088 |
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| author | Lin, Bing Lin, Yuchen Bhatnagar, Rohit |
| author2 | Nanyang Business School |
| author_facet | Nanyang Business School Lin, Bing Lin, Yuchen Bhatnagar, Rohit |
| author_sort | Lin, Bing |
| collection | NTU |
| description | This paper studies the optimal policy for joint control of admission, routing, service, and jockeying in a queueing system consisting of two exponential servers in parallel. Jobs arrive according to a Poisson process. Upon each arrival, an admission/routing decision is made, and the accepted job is routed to one of the two servers with each being associated with a queue. After each service completion, the servers have an option of serving a job from its own queue, serving a jockeying job from another queue, or staying idle. The system performance is inclusive of the revenues from accepted jobs, the costs of holding jobs in queues, the service costs and the job jockeying costs. To maximize the total expected discounted return, we formulate a Markov decision process (MDP) model for this system. The value iteration method is employed to characterize the optimal policy as a hedging point policy. Numerical studies verify the structure of the hedging point policy which is convenient for implementing control actions in practice. |
| first_indexed | 2024-10-01T02:21:34Z |
| format | Journal Article |
| id | ntu-10356/163004 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T02:21:34Z |
| publishDate | 2022 |
| record_format | dspace |
| spelling | ntu-10356/1630042023-05-19T07:31:18Z Optimal policy for controlling two-server queueing systems with jockeying Lin, Bing Lin, Yuchen Bhatnagar, Rohit Nanyang Business School Business::Operations management Queueing System Jockeying This paper studies the optimal policy for joint control of admission, routing, service, and jockeying in a queueing system consisting of two exponential servers in parallel. Jobs arrive according to a Poisson process. Upon each arrival, an admission/routing decision is made, and the accepted job is routed to one of the two servers with each being associated with a queue. After each service completion, the servers have an option of serving a job from its own queue, serving a jockeying job from another queue, or staying idle. The system performance is inclusive of the revenues from accepted jobs, the costs of holding jobs in queues, the service costs and the job jockeying costs. To maximize the total expected discounted return, we formulate a Markov decision process (MDP) model for this system. The value iteration method is employed to characterize the optimal policy as a hedging point policy. Numerical studies verify the structure of the hedging point policy which is convenient for implementing control actions in practice. Published version This work was supported by the National Social Science Fund of China (19BGL100). 2022-11-15T05:15:54Z 2022-11-15T05:15:54Z 2022 Journal Article Lin, B., Lin, Y. & Bhatnagar, R. (2022). Optimal policy for controlling two-server queueing systems with jockeying. Journal of Systems Engineering and Electronics, 33(1), 144-155. https://dx.doi.org/10.23919/JSEE.2022.000015 1004-4132 https://hdl.handle.net/10356/163004 10.23919/JSEE.2022.000015 2-s2.0-85126138542 1 33 144 155 en Journal of Systems Engineering and Electronics © 2022 The Authors. Published by Editorial Office of Journal of Systems Engineering and Electronics. This is an open-access article distributed under the terms of the Creative Commons Attribution License. application/pdf |
| spellingShingle | Business::Operations management Queueing System Jockeying Lin, Bing Lin, Yuchen Bhatnagar, Rohit Optimal policy for controlling two-server queueing systems with jockeying |
| title | Optimal policy for controlling two-server queueing systems with jockeying |
| title_full | Optimal policy for controlling two-server queueing systems with jockeying |
| title_fullStr | Optimal policy for controlling two-server queueing systems with jockeying |
| title_full_unstemmed | Optimal policy for controlling two-server queueing systems with jockeying |
| title_short | Optimal policy for controlling two-server queueing systems with jockeying |
| title_sort | optimal policy for controlling two server queueing systems with jockeying |
| topic | Business::Operations management Queueing System Jockeying |
| url | https://hdl.handle.net/10356/163004 |
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