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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.
Author(s): Glazebrook KD, Lumley RR, Ansell PS
Publication type: Article
Publication status: Published
Journal: Queueing Systems
Print publication date: 01/01/2003
ISSN (print): 0257-0130
ISSN (electronic): 1572-9443
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