Hostname: page-component-586b7cd67f-tf8b9 Total loading time: 0 Render date: 2024-11-20T15:20:17.187Z Has data issue: false hasContentIssue false

Optimal stochastic scheduling of forest networks with switching penalties

Published online by Cambridge University Press:  01 July 2016

Mark P. Van Oyen
Affiliation:
University of Michigan, Ann Arbor
Demosthenis Teneketzis*
Affiliation:
University of Michigan, Ann Arbor
*
* Postal address: Department of Electrical Engineering and Computer Science, University of Michigan, Ann Arbor, MI 48109-2122, USA.

Abstract

We present structural properties of optimal policies for the problem of scheduling a single server in a forest network of N queues (without arrivals) subject to switching penalties. In addition to linear holding costs, we impose either lump sum switching costs or batch set-up delays which are incurred at each instant the server processes a job in a queue different from the previous one. We use reward rate notions to unearth conditions on the holding costs and service distributions for which an exhaustive policy is optimal. For the case of two nodes connected probabilistically in tandem, we explicitly define an optimal policy under similar conditions.

Type
General Applied Probability
Copyright
Copyright © Applied Probability Trust 1994 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Footnotes

This work was supported in part by a Department of Electrical Engineering and Computer Science Graduate Fellowship and by NSF grant No. NCR-9204419.

References

Agrawal, R., Hegde, M., and Teneketzis, D. (1988) Asymptotically efficient adaptive allocation rules for the multi-armed bandit problem with switching cost. IEEE Trans. Autom. Control 33, 899906.CrossRefGoogle Scholar
Agrawal, R., Hegde, M., and Teneketzis, D. (1990) Multi-armed bandit problems with multiple plays and switching cost. Stoch. Stoch. Rep. 29, 437459.Google Scholar
Browne, S. and Yechiali, U. (1989) Dynamic priority rules for cyclic-type queues. Adv. Appl. Prob. 21, 432450.Google Scholar
Bruno, J. and Downey, P. (1978) Complexity of task sequencing with deadlines, set-up times and changeover costs. SIAM J. Comput. 7, 393404.Google Scholar
Dempster, M. A. H., Lenstra, J. K., and Rinnooy Kan, A. M. G. (1982) Deterministic and Stochastic Scheduling. Reidel, Dordrecht.Google Scholar
Foss, S. G. (1984) Queues with customers of several types. In Advances in Probability Theory: Limit Theorems, and Related Problems, ed. Borovkov, A. A., pp. 348377. Springer-Verlag, New York.Google Scholar
Gittins, J. C. (1979) Bandit processes and dynamic allocation indices. J. R. Statist. Soc. B 41, 147177.Google Scholar
Gittins, J. C. (1989) Multi-armed Bandit Allocation Indices. Wiley, New York.Google Scholar
Gittins, J. C. and Jones, D. M. (1974) A dynamic allocation index for the sequential design of experiments. Read at the 1972 European Meeting of Statisticians, Budapest. In Progress in Statistics ed. Gani, J. et al., pp. 241266. North-Holland, Amsterdam.Google Scholar
Glazebrook, K. D. (1980) On stochastic scheduling with precedence relations and switching cost. J. Appl. Prob. 17, 10161024.Google Scholar
Glazebrook, K. D. and Gittins, J. C. (1981) On single-machine scheduling with precedence relations and linear or discounted costs. Operat. Res. 29, 161173.Google Scholar
Gupta, D., Gerchak, Y., and Buzacott, J. A. (1987) On optimal priority rules for queues with switchover costs, Preprint, Dept. of Management Sciences, University of Waterloo.Google Scholar
Harrison, J. M. (1975) Dynamic scheduling of a multi-class queue: discount optimality. Operat. Res. 23, 270282.Google Scholar
Hofri, M. and Ross, K. W. (1987) On the optimal control of two queues with server setup times and its analysis. SIAM J. Comput. 16, 399420.Google Scholar
Jo, K. Y. (1987) Decomposition approximation of queueing-network control models with tree structures. Ann. Operat. Res. 8, 117132.Google Scholar
Klimov, G. P. (1974) Time sharing service systems I. Theory Prob. Appl. 19, 532551.Google Scholar
Klimov, G. P. (1978) Time sharing service systems II. Theory Prob. Appl. 23, 314321.CrossRefGoogle Scholar
Lai, T. L. and Ying, Z. (1988) Open bandit processes and optimal scheduling of queueing networks. Adv. Appl. Prob. 20, 447472.Google Scholar
Liu, Z., Nain, P., and Towsley, D. (1992) On optimal polling policies. QUESTA 11, 5984.Google Scholar
Magnanti, T. L. and Vachani, R. (1990) A strong cutting plane algorithm for production scheduling with changeover costs. Operat. Res. 38, 456473.CrossRefGoogle Scholar
Monma, C. L. and Potts, C. N. (1989) On the complexity of scheduling with batch set up times. Operat. Res. 37, 798804.Google Scholar
Nain, P. (1989) Interchange arguments for classical scheduling problems in queues. Systems Control Lett. 12, 177184.Google Scholar
Nain, P., Tsoucas, P., and Walrand, J. (1989) Interchange arguments in stochastic scheduling. J. Appl. Prob. 27, 815826.Google Scholar
Perkins, J. R. and Kumar, P. R. (1989) Stable distributed real-time scheduling of flexible manufacturing/assembly/disassembly systems. IEEE Trans. Autom. Control 34, 139148.Google Scholar
Rajan, R. and Agrawal, R. (1991) Stochastic dominance in homogeneous queueing systems with switchover costs. Preprint.Google Scholar
Ross, S. (1983) Introduction to Stochastic Dynamic Programming. Academic Press, New York.Google Scholar
Santos, C. and Magazine, M. (1985) Batching in single operation manufacturing systems. Operat. Res. Lett. 4, 99103.Google Scholar
Van Oyen, M. P. (1992) Optimal Stochastic Scheduling of Queueing Networks: Switching Costs and Partial Information. Ph.D. Thesis, University of Michigan.Google Scholar
Van Oyen, M. P., Pandelis, D., and Teneketzis, D. (1992) Optimality of index policies for stochastic scheduling with switching penalties. J. Appl. Prob. 29, 957966.Google Scholar
Varaiya, P., Walrand, J., and Buyukkoc, C. (1985) Extensions of the multi-armed bandit problem. IEEE Trans. Autom. Control 30, 426439.Google Scholar
Walrand, J. (1988) An Introduction to Queueing Networks. Prentice-Hall, Englewood Cliffs, NJ.Google Scholar
Weber, R. R. and Weiss, G. (1990) On an index policy for restless bandits. J. Appl. Prob. 27, 637648.Google Scholar
Whittle, P. (1988) Restless bandits: activity allocation in a changing world. In A Celebration of Applied Probability, ed. Gani, J., J. Appl. Prob. 25A, 287298.Google Scholar