Optimality of threshold policies in single-server queueing systems with server vacations

1991 ◽  
Vol 23 (2) ◽  
pp. 388-405 ◽  
Author(s):  
Awi Federgruen ◽  
Kut C. So
Keyword(s):  
Queueing Systems ◽  
Operating Cost ◽  
Rate Function ◽  
Batch Size ◽  
Critical Threshold ◽  
Single Server ◽  
Queue Size ◽  
Cost Rate ◽  
Holding Cost ◽  
Poisson Arrivals

In this paper we consider a class of single-server queueing systems with compound Poisson arrivals, in which, at service completion epochs, the server has the option of taking off for one or several vacations of random length. The cost structure consists of a holding cost rate specified by a general non-decreasing function of the queue size, fixed costs for initiating and terminating service, and a variable operating cost incurred for each unit of time that the system is in operation. We show under some weak conditions with respect to the holding cost rate function and the service time, vacation time and arrival batch size distributions that it is either optimal among all feasible (stationary and non-stationary) policies never to take a vacation, or it is optimal to take a vacation when the system empties out and to resume work when, upon completion of a vacation, the queue size is equal to or in excess of a critical threshold. These optimality results are generalized for several variants of this model.

Optimality of threshold policies in single-server queueing systems with server vacations

1991 ◽  
Vol 23 (02) ◽  
pp. 388-405 ◽  
Author(s):  
Awi Federgruen ◽  
Kut C. So
Keyword(s):  
Queueing Systems ◽  
Operating Cost ◽  
Rate Function ◽  
Batch Size ◽  
Critical Threshold ◽  
Single Server ◽  
Queue Size ◽  
Cost Rate ◽  
Holding Cost ◽  
Poisson Arrivals

In this paper we consider a class of single-server queueing systems with compound Poisson arrivals, in which, at service completion epochs, the server has the option of taking off for one or several vacations of random length. The cost structure consists of a holding cost rate specified by a general non-decreasing function of the queue size, fixed costs for initiating and terminating service, and a variable operating cost incurred for each unit of time that the system is in operation. We show under some weak conditions with respect to the holding cost rate function and the service time, vacation time and arrival batch size distributions that it is either optimal among all feasible (stationary and non-stationary) policies never to take a vacation, or it is optimal to take a vacation when the system empties out and to resume work when, upon completion of a vacation, the queue size is equal to or in excess of a critical threshold. These optimality results are generalized for several variants of this model.

Optimal time to repair a broken server

1989 ◽  
Vol 21 (02) ◽  
pp. 376-397 ◽  
Author(s):  
Awi Federgruen ◽  
Kut C. So
Keyword(s):  
Rate Function ◽  
Operating Costs ◽  
Optimal Time ◽  
Single Server ◽  
Maintenance Policy ◽  
Stationary Policy ◽  
Cost Rate ◽  
Long Run ◽  
Poisson Arrivals ◽  
Number Of Customers

We consider a single-server queueing system with Poisson arrivals and general service times. While the server is up, it is subject to breakdowns according to a Poisson process. When the server breaks down, we may either repair the server immediately or postpone the repair until some future point in time. The operating costs of the system include customer holding costs, repair costs and running costs. The objective is to find a corrective maintenance policy which minimizes the long-run average operating costs of the system. The problem is formulated as a semi-Markov decision process. Under some mild conditions on the repair time and service time distributions and the customer holding cost rate function, we prove that there exists an optimal stationary policy which is characterized by a single threshold parameter: a repair is initiated if and only if the number of customers in the system exceeds this threshold. We also show how the average cost under such policies may be computed and how an optimal policy may efficiently be determined.

Optimal time to repair a broken server

1989 ◽  
Vol 21 (2) ◽  
pp. 376-397 ◽  
Author(s):  
Awi Federgruen ◽  
Kut C. So
Keyword(s):  
Rate Function ◽  
Operating Costs ◽  
Optimal Time ◽  
Single Server ◽  
Maintenance Policy ◽  
Stationary Policy ◽  
Cost Rate ◽  
Long Run ◽  
Poisson Arrivals ◽  
Number Of Customers

We consider a single-server queueing system with Poisson arrivals and general service times. While the server is up, it is subject to breakdowns according to a Poisson process. When the server breaks down, we may either repair the server immediately or postpone the repair until some future point in time. The operating costs of the system include customer holding costs, repair costs and running costs. The objective is to find a corrective maintenance policy which minimizes the long-run average operating costs of the system. The problem is formulated as a semi-Markov decision process. Under some mild conditions on the repair time and service time distributions and the customer holding cost rate function, we prove that there exists an optimal stationary policy which is characterized by a single threshold parameter: a repair is initiated if and only if the number of customers in the system exceeds this threshold. We also show how the average cost under such policies may be computed and how an optimal policy may efficiently be determined.

Constrained Discounted Markov Decision Chains

1991 ◽  
Vol 5 (4) ◽  
pp. 463-475 ◽  
Author(s):  
Linn I. Sennott
Keyword(s):  
State Space ◽  
Discrete Time ◽  
Queueing Systems ◽  
Operating Cost ◽  
Countable State Space ◽  
Countable State ◽  
Markov Decision ◽  
Holding Cost

A Markov decision chain with countable state space incurs two types of costs: an operating cost and a holding cost. The objective is to minimize the expected discounted operating cost, subject to a constraint on the expected discounted holding cost. The existence of an optimal randomized simple policy is proved. This is a policy that randomizes between two stationary policies, that differ in at most one state. Several examples from the control of discrete time queueing systems are discussed.

Queueing output processes

1976 ◽  
Vol 8 (2) ◽  
pp. 395-415 ◽  
Author(s):  
D. J. Daley
Keyword(s):  
Queueing Systems ◽  
Second Order ◽  
Arrival Process ◽  
Single Server ◽  
Stationary Condition ◽  
Waiting Room ◽  
Stationary Point Process ◽  
Poisson Arrivals ◽  
Service Times ◽  
Markovian Systems

The paper reviews various aspects, mostly mathematical, concerning the output or departure process of a general queueing system G/G/s/N with general arrival process, mutually independent service times, s servers (1 ≦ s ≦ ∞), and waiting room of size N (0 ≦ N ≦ ∞), subject to the assumption of being in a stable stationary condition. Known explicit results for the distribution of the stationary inter-departure intervals {Dn} for both infinite and finite-server systems are given, with some discussion on the use of reversibility in Markovian systems. Some detailed results for certain modified single-server M/G/1 systems are also available. Most of the known second-order properties of {Dn} depend on knowing that the system has either Poisson arrivals or exponential service times. The related stationary point process for which {Dn} is the stationary sequence of the corresponding Palm–Khinchin distribution is introduced and some of its second-order properties described. The final topic discussed concerns identifiability, and questions of characterizations of queueing systems in terms of the output process being a renewal process, or uncorrelated, or infinitely divisible.

Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems

1989 ◽  
Vol 3 (2) ◽  
pp. 247-272 ◽  
Author(s):  
Linn I. Sennott
Keyword(s):  
Markov Decision Processes ◽  
Average Cost ◽  
Queueing Systems ◽  
Decision Processes ◽  
Single Server ◽  
Stationary Policy ◽  
Markov Decision ◽  
Optimal Stationary Policy ◽  
Poisson Arrivals ◽  
Action Spaces

Semi-Markov decision processes underlie the control of many queueing systems. In this paper, we deal with infinite state semi-Markov decision processes with nonnegative, unbounded costs and finite action sets. Axioms for the existence of an expected average cost optimal stationary policy are presented. These conditions generalize the work in Sennott [22] for Markov decision processes. Verifiable conditions for the axioms to hold are obtained. The theory is applied to control of the M/G/l queue with variable service parameter, with on-off server, and with batch processing, and to control of the G/M/m queue with variable arrival parameter and customer rejection. It is applied to a timesharing network of queues with a single server and finally to optimal routing of Poisson arrivals to parallel exponential servers. The final section extends the existence result to compact action spaces.

Constrained Average Cost Markov Decision Chains

1993 ◽  
Vol 7 (1) ◽  
pp. 69-83 ◽  
Author(s):  
Linn I. Sennott
Keyword(s):  
Rate Control ◽  
Operating Cost ◽  
Service Rate ◽  
Single Server ◽  
Single Server Queue ◽  
Stationary Policy ◽  
Server Queue ◽  
Markov Decision ◽  
Average Operating ◽  
Holding Cost

A Markov decision chain with denumerable state space incurs two types of costs — for example, an operating cost and a holding cost. The objective is to minimize the expected average operating cost, subject to a constraint on the expected average holding cost. We prove the existence of an optimal constrained randomized stationary policy, for which the two stationary policies differ on at most one state. The examples treated are a packet communication system with reject option and a single-server queue with service rate control.

On a decomposition result for a class of vacation queueing systems

1990 ◽  
Vol 27 (1) ◽  
pp. 227-231 ◽  
Author(s):  
Jacqueline Loris-Teghem
Keyword(s):  
Steady State ◽  
Time Distribution ◽  
Queueing Systems ◽  
Single Server ◽  
Service Time Distribution ◽  
Steady State Distribution ◽  
State Distribution ◽  
Random Size ◽  
Poisson Arrivals ◽  
General Service

We consider a single-server infinite-capacity queueing sysem with Poisson arrivals of customer groups of random size and a general service time distribution, the server of which applies a general exhaustive service vacation policy. We are concerned with the steady-state distribution of the actual waiting time of a customer arriving while the server is active.

scholarly journals MX/G/1 Vacation Queueing System with Two Types of Repair facilities and Server Timeout

2019 ◽  
Vol 8 (9) ◽  
pp. 2040-2043
Keyword(s):  
Size Distribution ◽  
Exponential Distribution ◽  
Service Time ◽  
Queueing System ◽  
Batch Size ◽  
Single Server ◽  
Poisson Arrivals ◽  
Server Failure ◽  
System Length ◽  
General Service

We consider a single server vacation queue with two types of repair facilities and server timeout. Here customers are in compound Poisson arrivals with general service time and the lifetime of the server follows an exponential distribution. The server find if the system is empty, then he will wait until the time ‘c’. At this time if no one customer arrives into the system, then the server takes vacation otherwise the server commence the service to the arrived customers exhaustively. If the system had broken down immediately, it is sent for repair. Here server failure can be rectified in two case types of repair facilities, case1, as failure happens during customer being served willstays in service facility with a probability of 1-q to complete the remaining service and in case2 it opts for new service also who joins in the head of the queue with probability q. Obtained an expression for the expected system length for different batch size distribution and also numerical results are shown

Queueing output processes

1976 ◽  
Vol 8 (02) ◽  
pp. 395-415 ◽  
Author(s):  
D. J. Daley
Keyword(s):  
Queueing Systems ◽  
Second Order ◽  
Arrival Process ◽  
Single Server ◽  
Stationary Condition ◽  
Waiting Room ◽  
Stationary Point Process ◽  
Poisson Arrivals ◽  
Service Times ◽  
Markovian Systems

The paper reviews various aspects, mostly mathematical, concerning the output or departure process of a general queueing systemG/G/s/Nwith general arrival process, mutually independent service times,sservers (1 ≦s≦ ∞), and waiting room of sizeN(0 ≦N≦ ∞), subject to the assumption of being in a stable stationary condition. Known explicit results for the distribution of the stationary inter-departure intervals {Dn} for both infinite and finite-server systems are given, with some discussion on the use of reversibility in Markovian systems. Some detailed results for certain modified single-serverM/G/1 systems are also available. Most of the known second-order properties of {Dn} depend on knowing that the system has either Poisson arrivals or exponential service times. The related stationary point process for which {Dn} is the stationary sequence of the corresponding Palm–Khinchin distribution is introduced and some of its second-order properties described. The final topic discussed concerns identifiability, and questions of characterizations of queueing systems in terms of the output process being a renewal process, or uncorrelated, or infinitely divisible.

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