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Dynamic Scheduling of a Two-Class Queue with Setups

Author

Listed:
  • Martin I. Reiman

    (Bell Laboratories, Lucent Technologies, Murray Hill, New Jersey)

  • Lawrence M. Wein

    (Massachusetts Institute of Technology, Cambridge, Massachusetts)

Abstract

We analyze two scheduling problems for a queueing system with a single server and two customer classes. Each class has its own renewal arrival process, general service time distribution, and holding cost rate. In the first problem, a setup cost is incurred when the server switches from one class to the other, and the objective is to minimize the long-run expected average cost of holding customers and incurring setups. The setup cost is replaced by a setup time in the second problem, where the objective is to minimize the average holding cost. By assuming that a recently derived heavy traffic principle holds not only for the exhaustive policy but for nonexhaustive policies, we approximate (under standard heavy traffic conditions) the dynamic scheduling problems by diffusion control problems. The diffusion control problem for the setup cost problem is solved exactly, and asymptotics are used to analyze the corresponding setup time problem. Computational results show that the proposed scheduling policies are within several percent of optimal over a broad range of problem parameters.

Suggested Citation

  • Martin I. Reiman & Lawrence M. Wein, 1998. "Dynamic Scheduling of a Two-Class Queue with Setups," Operations Research, INFORMS, vol. 46(4), pages 532-547, August.
    • Handle: RePEc:inm:oropre:v:46:y:1998:i:4:p:532-547
    DOI: 10.1287/opre.46.4.532
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    References listed on IDEAS

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    1. E. G. Coffman & A. A. Puhalskii & M. I. Reiman, 1998. "Polling Systems in Heavy Traffic: A Bessel Process Limit," Mathematics of Operations Research, INFORMS, vol. 23(2), pages 257-304, May.
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    4. J. Michael Harrison & Lawrence M. Wein, 1990. "Scheduling Networks of Queues: Heavy Traffic Analysis of a Two-Station Closed Network," Operations Research, INFORMS, vol. 38(6), pages 1052-1064, December.
    5. Lawrence M. Wein, 1990. "Optimal Control of a Two-Station Brownian Network," Mathematics of Operations Research, INFORMS, vol. 15(2), pages 215-242, May.
    6. Lawrence M. Wein, 1990. "Scheduling Networks of Queues: Heavy Traffic Analysis of a Two-Station Network with Controllable Inputs," Operations Research, INFORMS, vol. 38(6), pages 1065-1078, December.
    7. Izak Duenyas & Mark P. Van Oyen, 1996. "Heuristic Scheduling of Parallel Heterogeneous Queues with Set-Ups," Management Science, INFORMS, vol. 42(6), pages 814-829, June.
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    Citations

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    Cited by:

    1. Germs, Remco & Van Foreest, Nicky D., 2011. "Admission policies for the customized stochastic lot scheduling problem with strict due-dates," European Journal of Operational Research, Elsevier, vol. 213(2), pages 375-383, September.
    2. José Niño-Mora, 2008. "A Faster Index Algorithm and a Computational Study for Bandits with Switching Costs," INFORMS Journal on Computing, INFORMS, vol. 20(2), pages 255-269, May.
    3. Alexey Matveev & Varvara Feoktistova & Ksenia Bolshakova, 2016. "On Global Near Optimality of Special Periodic Protocols for Fluid Polling Systems with Setups," Journal of Optimization Theory and Applications, Springer, vol. 171(3), pages 1055-1070, December.
    4. K. D. Glazebrook & R. Minty, 2009. "A Generalized Gittins Index for a Class of Multiarmed Bandits with General Resource Requirements," Mathematics of Operations Research, INFORMS, vol. 34(1), pages 26-44, February.
    5. Sigrún Andradóttir & Hayriye Ayhan & Douglas G. Down, 2001. "Server Assignment Policies for Maximizing the Steady-State Throughput of Finite Queueing Systems," Management Science, INFORMS, vol. 47(10), pages 1421-1439, October.
    6. Tava Lennon Olsen, 1999. "A Practical Scheduling Method for Multiclass Production Systems with Setups," Management Science, INFORMS, vol. 45(1), pages 116-130, January.
    7. Itai Gurvich & Jan A. Van Mieghem, 2015. "Collaboration and Multitasking in Networks: Architectures, Bottlenecks, and Capacity," Manufacturing & Service Operations Management, INFORMS, vol. 17(1), pages 16-33, February.
    8. James R. Bradley, 2004. "A Brownian Approximation of a Production-Inventory System with a Manufacturer That Subcontracts," Operations Research, INFORMS, vol. 52(5), pages 765-784, October.
    9. David M. Markowitz & Lawrence M. Wein, 2001. "Heavy Traffic Analysis of Dynamic Cyclic Policies: A Unified Treatment of the Single Machine Scheduling Problem," Operations Research, INFORMS, vol. 49(2), pages 246-270, April.
    10. Ramesh Arumugam & Maria Mayorga & Kevin Taaffe, 2009. "Inventory based allocation policies for flexible servers in serial systems," Annals of Operations Research, Springer, vol. 172(1), pages 1-23, November.
    11. David M. Markowitz & Martin I. Reiman & Lawrence M. Wein, 2000. "The Stochastic Economic Lot Scheduling Problem: Heavy Traffic Analysis of Dynamic Cyclic Policies," Operations Research, INFORMS, vol. 48(1), pages 136-154, February.

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