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Optimality of index policies for stochastic scheduling with switching penalties

Part of: Operations research and management science Stochastic systems and control

Published online by Cambridge University Press:  14 July 2016

Mark P. Van Oyen ,
Dimitrios G. Pandelis  and
Demosthenis Teneketzis
Mark P. Van Oyen*
Affiliation:
University of Michigan
Dimitrios G. Pandelis*
Affiliation:
University of Michigan
Demosthenis Teneketzis*
Affiliation:
University of Michigan
*
∗ Postal address for all authors: Department of Electrical Engineering and Computer Science, University of Michigan, Ann Arbor, MI 48109–2122, USA.
∗ Postal address for all authors: Department of Electrical Engineering and Computer Science, University of Michigan, Ann Arbor, MI 48109–2122, USA.
∗ Postal address for all authors: Department of Electrical Engineering and Computer Science, University of Michigan, Ann Arbor, MI 48109–2122, USA.
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Abstract

We investigate the impact of switching penalties on the nature of optimal scheduling policies for systems of parallel queues without arrivals. We study two types of switching penalties incurred when switching between queues: lump sum costs and time delays. Under the assumption that the service periods of jobs in a given queue possess the same distribution, we derive an index rule that defines an optimal policy. For switching penalties that depend on the particular nodes involved in a switch, we show that although an index rule is not optimal in general, there is an exhaustive service policy that is optimal.

Keywords

OPTIMAL CONTROL OF QUEUESSWITCHING COSTSWITCHING TIMEMULTI-ARMED BANDITSCOUPLING

MSC classification

Primary: 93E20: Optimal stochastic control
Secondary: 90B35: Scheduling theory, deterministic
Type
Research Papers
Information
Journal of Applied Probability , Volume 29 , Issue 4 , December 1992 , pp. 957 - 966
Copyright
Copyright © Applied Probability Trust 1992 

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Footnotes

The work of Mark Van Oyen was supported by a University of Michigan Regents Fellowship.

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