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A martingale approach to the slow server problem

Published online by Cambridge University Press:  14 July 2016

Richard H. Stockbridge
Richard H. Stockbridge*
Affiliation:
University of Kentucky
*
∗Postal address: Department of Statistics, University of Kentucky, Lexington, KY 40506–0027, USA.
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Abstract

A Markov queueing system having heterogeneous servers under a long-run average criterion is analyzed. A direct proof of the optimality of a stationary, Markov policy is given using martingale methods. Simultaneously, the problem is reduced to a linear programming problem. Analysis of the LP for a system having finite queueing length shows the optimal policy is not always of threshold type.

Keywords

AVERAGE COST CRITERIONCONTROLLED QUEUESMARTINGALE PROBLEMSLINEAR PROGRAMMING

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 28 , Issue 2 , June 1991, pp. 480 - 486
Copyright
Copyright © Applied Probability Trust 1991 

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References

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