Adaptation of the Service Capacity in a Queueing Systems which is Subjected to a Change in the Arrival Rate at Unknown Epoch.

Abstract

The paper studies the problem of optimal adaptation of an M/M/1 queueing station, when the arrival rate lambda sub zero of customers shifts at unknown epoch, tau to a known value, lambda sub 1. The service intensity of the system starts at mu 0 and can be increased at most n times to mu 1 < mu2 < ...< mu N. The cost structure consists of the cost of changing mu(i) to mu(j) (i+1 < or = j < or = N); of maintaining service at rate mu (per unit of time) and of holding customers at the station (per unit of time). Adaptation policies are constrained by the fact that mu can be only increased. A Bayes solution is derived, under the prior assumption that tau has an exponential distribution. This solution minimizes the total expected discounted cost for the entire future. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1977
Accession Number
ADA046973

Entities

People

  • M. Yadin
  • Shelemyahu Zacks

Organizations

  • Case Western Reserve University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Bayesian Networks
  • Computations
  • Difference Equations
  • Dynamic Programming
  • Equations
  • Integral Equations
  • Intensity
  • Intervals
  • Iterations
  • Mathematics
  • Probability
  • Random Variables
  • Sequences
  • Statistics
  • Time Intervals
  • United States

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Analytical Mechanics
  • Mathematical Modeling and Probability Theory.