Optimal Incentive-Compatible Priority Pricing for the M/M/1 Queue
Optimal Incentive-Compatible Priority Pricing for the M/M/1 Queue
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DOI：
10.1287/opre.38.5.870
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发表时间：
1990-10
期刊：
影响因子：
--
通讯作者：
H. Mendelson;S. Whang
中科院分区：
文献类型：
--
作者：
H. Mendelson;S. Whang
考虑一个被建模为具有多个用户类别的M/M/1排队系统。每个类别由其单位时间的延迟成本、预期服务时间及其需求函数来表征。本文推导了一种定价机制，该机制在最优且激励相容的意义上，使得到达率和执行优先级共同使系统的预期净值最大化，同时由个体用户在分散的基础上确定。给出并研究了由此产生的价格结构的闭式表达式。
Consider a system that is modeled as an M/M/1 queueing system with multiple user classes. Each class is characterized by its delay cost per unit of time, its expected service time and its demand function. This paper derives a pricing mechanism which is optimal and incentive-compatible in the sense that the arrival rates and execution priorities jointly maximize the expected net value of the system while being determined, on a decentralized basis, by individual users. A closed-form expression for the resulting price structure is presented and studied.