Optimal control of single-server queueing networks |
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Authors: | Svend-Holger Friis Ulrich Rieder Jürgen Weishaupt |
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Affiliation: | (1) Department of Mathematics, University of Ulm, 7900 Ulm, Germany |
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Abstract: | A general single-server queueing network model is considered. It is well-known that an optimal policy is determined by the largest-index policy. There is an index for each given queue and one allocates the server to a queue with largest current index. Using discounted dynamic programming we give a new and short proof of this result and derive some characterizations and bounds of the indices. Moreover, it is shown that an approximate largest-index policy yields an approximately optimal policy. These results lead to efficient methods for computing the indices. In particular, we present a general largest-remaining-index method. |
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Keywords: | single-server queueing networks open bandit processes discounted dynamic programming largest-index policies bounds largest-remaining-index method |
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