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Lookup NU author(s): Dr Phil Ansell, Professor Kevin Glazebrook, Emeritus Professor Isi Mitrani
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Classical analyses of the dynamic control of multi-class queueing systems frequently yield simple priority policies as optimal. However, such policies can often result in excessive queue lengths for the low priority jobs/customers. We propose a stochastic optimisation problem in the context of a two class M/M/1 system which seeks to mitigate this through the imposition of constraints on the second moments of queue lengths. We analyse the performance of two families of parametrised heuristic policies for this problem. To evaluate these policies we develop lower bounds on the optimum cost through the achievable region approach. A numerical study points to the strength of performance of threshold policies and to directions for future research.
Author(s): Ansell PS, Glazebrook KD, Mitrani I, Nino-Mora J
Publication type: Article
Publication status: Published
Journal: Journal of the Operational Research Society
Year: 1999
Volume: 50
Issue: 7
Pages: 765-773
Print publication date: 01/07/1999
ISSN (print): 0160-5682
ISSN (electronic): 1476-9360
Publisher: Palgrave Macmillan Ltd.
