Control of arrivals to a stochastic input–output system
Control of arrivals to a stochastic input–output system
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DOI：
10.2307/1426752
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发表时间：
1980-12
影响因子：
1.2
通讯作者：
S. Johansen;S. Stidham
中科院分区：
文献类型：
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作者：
S. Johansen;S. Stidham
通过接受或拒绝到达的顾客来控制随机输入 - 输出系统的输入问题被作为一个半马尔可夫决策过程进行分析。作为特殊情况包括GI/G/1模型以及具有复合输入和/或输出过程的模型，还有几个先前研究过的排队控制模型。我们确定了社会最优和个体最优接受策略的单调性以及前者更具限制性的性质，其中接受有随机奖励，并且存在面向顾客和面向系统的非线性等待成本。我们分析的显著特点是：(i)它允许相关的到达间隔时间；(ii)单调性证明不依赖于标准的凹性保持论证。
The problem of controlling input to a stochastic input-output system by accepting or rejecting arriving customers is analyzed as a semi-Markov decision process. Included as special cases are a GI/G/1 model and models with compound input and/or output processes, as well as several previously studied queueing-control models. We establish monotonicity of socially and individually optimal acceptance policies and the more restrictive nature of the former, with random rewards for acceptance and both customer-oriented and system-oriented non-linear waiting costs. Distinctive features of our analysis are (i) that it allows dependent interarrival times and (ii) that the monotonicity proofs do not rely on the standard concavity-preservation arguments.