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Index Heuristics for Multiclass M/G/1 Systems with Nonpreemptive Service and Convex Holding Costs

Lookup NU author(s): Professor Kevin Glazebrook, Richard Reuben Lumley, Dr Phil Ansell


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We consider the optimal service control of a multiclass M/G/1 queueing system in which customers are served nonpreemptively and the system cost rate is additive across classes and increasing convex in the numbers present in each class. Following Whittle's approach to a class of restless bandit problems, we develop a Langrangian relaxation of the service control problem which serves to motivate the development of a class of index heuristics. The index for a particular customer class is characterised as a fair charge for service of that class. The paper develops these indices and reports an extensive numerical investigation which exhibits strong performance of the index heuristics for both discounted and average costs.

Publication metadata

Author(s): Glazebrook KD, Lumley RR, Ansell PS

Publication type: Article

Publication status: Published

Journal: Queueing Systems

Year: 2003

Volume: 45

Issue: 2

Pages: 81-111

Print publication date: 01/01/2003

ISSN (print): 0257-0130

ISSN (electronic): 1572-9443

Publisher: Springer


DOI: 10.1023/A:1026060405346


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