Optimal reservation policy for two queues in tandem

Cheng-Yuan Ku; Din Yuen Chan; Lain Chyr Hwang

doi:10.1016/S0020-0190(02)00334-4

Optimal reservation policy for two queues in tandem

Cheng-Yuan Ku^*, Din Yuen Chan, Lain Chyr Hwang

^*Corresponding author for this work

Institute of Information Management

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	27-30
Number of pages	4
Journal	Information Processing Letters
Volume	85
Issue number	1
DOIs	https://doi.org/10.1016/S0020-0190(02)00334-4
State	Published - 16 Jan 2003

Keywords

Interconnection networks
Optimal reservation policy
Variation of policy

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AU - Ku, Cheng-Yuan

AU - Chan, Din Yuen

AU - Hwang, Lain Chyr

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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

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Optimal reservation policy for two queues in tandem

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Keywords

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