TY - JOUR
T1 - Optimal reservation policy for two queues in tandem
AU - Ku, Cheng-Yuan
AU - Chan, Din Yuen
AU - Hwang, Lain Chyr
PY - 2003/1/16
Y1 - 2003/1/16
N2 - In this paper, we consider the optimal reservation problem for two multi-server loss queues in tandem, which is usually used to model network and communication systems. In previous work [European J. Oper. Res. 21 (1985) 399-409; Ph.D. diss., 1995; IEEE Trans. Automatic Control 42 (1997) 1017-1023], under appropriate conditions, the optimal reservation policy that maximizes the expected total discounted reward over an infinite horizon is shown to be a switching curve in two-dimensional state space. However, some counterintuitive examples for variation do exist in the numerical experiments. We therefore discuss and analyze the variation in these switching curves with the number of customers in the system. We propose two sufficient conditions under which the counterintuitive situation will not occur.
AB - In this paper, we consider the optimal reservation problem for two multi-server loss queues in tandem, which is usually used to model network and communication systems. In previous work [European J. Oper. Res. 21 (1985) 399-409; Ph.D. diss., 1995; IEEE Trans. Automatic Control 42 (1997) 1017-1023], under appropriate conditions, the optimal reservation policy that maximizes the expected total discounted reward over an infinite horizon is shown to be a switching curve in two-dimensional state space. However, some counterintuitive examples for variation do exist in the numerical experiments. We therefore discuss and analyze the variation in these switching curves with the number of customers in the system. We propose two sufficient conditions under which the counterintuitive situation will not occur.
KW - Interconnection networks
KW - Optimal reservation policy
KW - Variation of policy
UR - http://www.scopus.com/inward/record.url?scp=0037448285&partnerID=8YFLogxK
U2 - 10.1016/S0020-0190(02)00334-4
DO - 10.1016/S0020-0190(02)00334-4
M3 - Article
AN - SCOPUS:0037448285
VL - 85
SP - 27
EP - 30
JO - Information Processing Letters
JF - Information Processing Letters
SN - 0020-0190
IS - 1
ER -