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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
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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