IDEAS home Printed from https://ideas.repec.org/a/spr/mathme/v45y1997i1p45-62.html
   My bibliography  Save this article

On computing average cost optimal policies with application to routing to parallel queues

Author

Listed:
  • Linn Sennott

Abstract

The Approximating Sequence Method for computation of average cost optimal stationary policies in denumerahle state Markov decision chains, introduced in Sennott (1994), is reviewed. New methods for verifying the assumptions are given. These are useful for models with multidimensional state spaces that satisfy certain mild structural properties. The results are applied to four problems in the optimal routing of packets to parallel queues. Numerical results are given for one of the models. Copyright Physica-Verlag 1997

Suggested Citation

  • Linn Sennott, 1997. "On computing average cost optimal policies with application to routing to parallel queues," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 45(1), pages 45-62, February.
  • Handle: RePEc:spr:mathme:v:45:y:1997:i:1:p:45-62
    DOI: 10.1007/BF01194247
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/BF01194247
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/BF01194247?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Susan H. Xu & Rhonda Righter & J. George Shanthikumar, 1992. "Optimal Dynamic Assignment of Customers to Heterogeneous Servers in Parallel," Operations Research, INFORMS, vol. 40(6), pages 1126-1138, December.
    2. Linn I. Sennott, 1989. "Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs," Operations Research, INFORMS, vol. 37(4), pages 626-633, August.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Oscar Vega-Amaya & Raúl Montes-de-Oca, 1998. "Application of average dynamic programming to inventory systems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 47(3), pages 451-471, October.
    2. Keumseok Kang & J. George Shanthikumar & Kemal Altinkemer, 2016. "Postponable Acceptance and Assignment: A Stochastic Dynamic Programming Approach," Manufacturing & Service Operations Management, INFORMS, vol. 18(4), pages 493-508, October.
    3. Heng-Li Liu & Quan-Lin Li, 2023. "Matched Queues with Flexible and Impatient Customers," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-26, March.
    4. Xiaoming Li, 2013. "Managing Dynamic Inventory Systems with Product Returns: A Markov Decision Process," Journal of Optimization Theory and Applications, Springer, vol. 157(2), pages 577-592, May.
    5. D. P. Song & Y. X. Sun & W. Xing, 1998. "Optimal Control of a Stochastic Assembly Production Line," Journal of Optimization Theory and Applications, Springer, vol. 98(3), pages 681-700, September.
    6. Awi Federgruen & Aliza Heching, 1999. "Combined Pricing and Inventory Control Under Uncertainty," Operations Research, INFORMS, vol. 47(3), pages 454-475, June.
    7. Delasay, Mohammad & Kolfal, Bora & Ingolfsson, Armann, 2012. "Maximizing throughput in finite-source parallel queue systems," European Journal of Operational Research, Elsevier, vol. 217(3), pages 554-559.
    8. Fleischmann, Moritz & Kuik, Roelof & Dekker, Rommert, 2002. "Controlling inventories with stochastic item returns: A basic model," European Journal of Operational Research, Elsevier, vol. 138(1), pages 63-75, April.
    9. Olivier Bilenne, 2021. "Dispatching to parallel servers," Queueing Systems: Theory and Applications, Springer, vol. 99(3), pages 199-230, December.
    10. Kuo, Yarlin, 2004. "Order arrival control of an M/M/1 failure prone service station," International Journal of Production Economics, Elsevier, vol. 91(2), pages 179-188, September.
    11. Fleischmann, Moritz & Kuik, Roelof, 2003. "On optimal inventory control with independent stochastic item returns," European Journal of Operational Research, Elsevier, vol. 151(1), pages 25-37, November.
    12. David L. Kaufman & Mark E. Lewis, 2007. "Machine maintenance with workload considerations," Naval Research Logistics (NRL), John Wiley & Sons, vol. 54(7), pages 750-766, October.
    13. Ping Cao & Jingui Xie, 2016. "Optimal control of a multiclass queueing system when customers can change types," Queueing Systems: Theory and Applications, Springer, vol. 82(3), pages 285-313, April.
    14. Linwei Xin & David A. Goldberg, 2018. "Asymptotic Optimality of Tailored Base-Surge Policies in Dual-Sourcing Inventory Systems," Management Science, INFORMS, vol. 64(1), pages 437-452, January.
    15. Dmitry Efrosinin & Natalia Stepanova, 2021. "Optimal Open-Loop Routing and Threshold-Based Allocation in TWO Parallel QUEUEING Systems with Heterogeneous Servers," Mathematics, MDPI, vol. 9(21), pages 1-18, October.
    16. Rodney P. Parker & Roman Kapuscinski, 2004. "Optimal Policies for a Capacitated Two-Echelon Inventory System," Operations Research, INFORMS, vol. 52(5), pages 739-755, October.
    17. Elena Fernández & Yolanda Hinojosa & Justo Puerto, 2005. "Filtering Policies in Loss Queuing Network Location Problems," Annals of Operations Research, Springer, vol. 136(1), pages 259-283, April.
    18. Wyean Chan & Ger Koole & Pierre L'Ecuyer, 2014. "Dynamic Call Center Routing Policies Using Call Waiting and Agent Idle Times," Manufacturing & Service Operations Management, INFORMS, vol. 16(4), pages 544-560, October.
    19. Wallace J. Hopp & Seyed M. R. Iravani & Biying Shou, 2005. "Serial Agile Production Systems with Automation," Operations Research, INFORMS, vol. 53(5), pages 852-866, October.
    20. Arie Hordijk & Olaf Passchier & Floske Spieksma, 1997. "Optimal service control against worst case admission policies: A multichained stochastic game," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 45(2), pages 281-301, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:mathme:v:45:y:1997:i:1:p:45-62. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.