OPTIMAL INTENSITY CONTROL OF A QUEUING SYSTEM WITH STATE-DEPENDENT CAPACITY LIMIT

被引：14

作者：

CHEN, H ^{[1
]}

YAO, DD ^{[1
]}

机构：

[1] COLUMBIA UNIV,DEPT IND ENGN & OPERAT RES,NEW YORK,NY 10027

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1990年 / 35卷 / 04期

关键词：

D O I：

10.1109/9.52303

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We study a general single-stage queueing system, in which the input and output processes are modeled as point processes with stochastic intensities. The problem is to control both the input and the output intensities, subject to some state-dependent capacity limits, and the objective is to maximize a discounted value function. With reasonable assumptions on the capacity limits, we show there exists an optimal control that is of threshold type, characterized by a finite upper barrier (the lower barrier being zero). The results developed here provide theoretical justification for the optimality of the threshold control, which is widely applied in practice. © 1990 IEEE

引用

页码：459 / 464

页数：6

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