Optimal monotone hysteretic Markov policies in anM/M/1 queueing model with switching costs and finite time horizon |
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Authors: | H. J. Plum |
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Affiliation: | (1) Present address: GMD, Institut F1/T., 5205 St. Augustin, FRG |
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Abstract: | In anM/M/1 queueing model, a decision maker can choosem pairs of arrival- and service rates. He can change his action at any time epoch, a switch of action costs an amount depending on the size of the switch. Besides that there are continuously incurring costs. Over a finite time horizon, there exists an optimal monotone hysteretic Markov policy. This is shown essentially by the technique of time discretization.The work producing this article was done during a half year stay at the University of Leiden, The Netherlands, with Prof. Arie Hordijk. A technical report (a more detailled version of this article) was written there [6]. The opportunity for this stay was given by the University of Bonn, Germany, where the author, at that time, worked as scientific assistant of Prof. M. Schäl. |
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Keywords: | M/M/1 queue time discretization submodularity monotone hysteretic policies |
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