Routing in queueing networks under imperfect information: stochastic dominance and thresholds
Routing in queueing networks under imperfect information: stochastic dominance and thresholds
复制标题
不完美信息下排队网络中的路由：随机优势和阈值
DOI：
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发表时间：
1989
期刊：
影响因子：
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通讯作者：
D. Teneketzis
中科院分区：
文献类型：
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作者：
F. Beutler;D. Teneketzis
利用离散时间动态规划方法研究了不完全信息下两服务器间的最优路由策略。证明了某些涉及信息测度随机序的不等式可以归纳地从一个时代传播到下一个时代。瞬时成本的凸性条件确保了这些性质的正确初始化和归纳延拓。因此，归纳过程表明，阈值路由策略是最优的，总成本是凸的和单调的。提供了两个例子。第一个处理的串联队列有两个工作站的输入，只有推理信息的第二站的状态。首先证明最优控制是爆炸式的，然后满足导致凸性和单调成本的阈值策略的假设。第二个例子认为最优路由客户到达的更新流，当路由决策是两个平行…
Optimal policies for routing between two servers under imperfect information is treated by discrete time dynamic programming. It is proved that certain inequalities involving stochastic ordering of information measures can be propagated inductively from one epoch to the next. Convexity conditions on the instantaneous costs insure proper initiation and inductive continuation of these properties. Consequently, an inductive procedure shows that threshold routing policies are optimal, and that the total cost is convex and monotone. Two examples are provided. The first deals with a tandem queue having inputs to both work stations, and only inferential information available on the state of the second station. It is first shown that the optimal control is bang-bang, and then that the hypotheses dictating a threshold policy resulting in convex and monotone costs are satisfied. The second example considers optimal routing for customers arriving in a renewal stream, when the routing decision is between two parallel...