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Adaptive control of M/M/1 queues—continuous-time Markov decision process approach

Published online by Cambridge University Press:  14 July 2016

Lam Yeh  and
L. C. Thomas
Lam Yeh*
Affiliation:
National University of Singapore
L. C. Thomas*
Affiliation:
University of Manchester
*
∗ Postal address: Department of Mathematics, National University of Singapore, Kent Ridge, Singapore 0511.
∗∗ Postal address: Department of Decision Theory, University of Manchester, Manchester M13 9PL, U.K.
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Abstract

By considering continuous-time Markov decision processes where decisions can be made at any time, we show in the case of M/M/1 queues with discounted costs that there exists a monotone optimal policy among all the regular policies.

Keywords

CONTINUOUS-TIME MARKOV DECISION PROCESSESINCOMPLETE GAMMA FUNCTIONMONOTONE OPTIMAL POLICYREGULAR POLICY

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 20 , Issue 2 , June 1983 , pp. 368 - 379
Copyright
Copyright © Applied Probability Trust 1983 

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