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A martingale approach to the slow server problem
Published online by Cambridge University Press: 14 July 2016
Abstract
A Markov queueing system having heterogeneous servers under a long-run average criterion is analyzed. A direct proof of the optimality of a stationary, Markov policy is given using martingale methods. Simultaneously, the problem is reduced to a linear programming problem. Analysis of the LP for a system having finite queueing length shows the optimal policy is not always of threshold type.
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- Copyright © Applied Probability Trust 1991
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