Stochastic scheduling of parallel queues with set-up costs |
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Authors: | Izak Duenyas Mark P. Van Oyen |
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Affiliation: | (1) Department of Industrial and Operations Engineering, The University of Michigan, 48109-2117 Ann Arbor, MI, USA;(2) Department of Industrial Engineering and Management Sciences, Northwestern University, 60208-3119 Evanston, IL, USA |
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Abstract: | We consider the problem of allocating a single server to a system of queues with Poisson arrivals. Each queue represents a class of jobs and possesses a holding cost rate, general service distribution, and a set-up cost. The objective is to minimize the expected cost due to the waiting of jobs and the switching of the server. A set-up cost is required to effect an instantaneous switch from one queue to another. We partially characterize an optimal policy and provide a simple heuristic scheduling policy. The heuristic's performance is evaluated in the cases of two and three queues by comparison with a numerically obtained optimal policy. Simulation results are provided to demonstrate the effectiveness of our heuristic over a wide range of problem instances with four queues. |
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Keywords: | Stochastic scheduling set-up cost control heuristic polling system |
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