Optimal Admission and Pricing in Non-stationary Queueing Systems

非固定排队系统的最优准入和定价

• 批准号: 9908161
• 负责人: Hayriye Ayhan
• 金额: $ 22.42万
• 依托单位: Georgia Tech Research Corporation
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 1999
• 资助国家: 美国
• 起止时间: 1999-09-01 至 2003-02-28
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9908161&HistoricalAwards=false
• 关键词: Optimal; Admission; Pricing; Non; stationary

This grant provides funding to advance the state of the art in optimal control of non-stationary systems. Specifically, the objective of this research is to develop optimal admission and optimal pricing policiesfor finite capacity, non-stationary queueing systems with multiple customer classes offering different amounts of reward to obtain service. These types of queueing models arise in many applications such as production systems, communications systems, and airline industry. The research will involve thefollowing tasks. First, systems where parameters such as rewards, system capacity, arrival rates, and service rates change only once at a known time, will be considered. Insights gained from the structure of optimal policies in these simple non-stationary systems will facilitate the analysis of the systems where changes occur periodically. Finally, numerical algorithms will be developed to compute the parametersof optimal policies. A major contribution anticipated from this research is the development of a fundamental science base required for optimal decision making in non-stationary environments. Towards this end, new optimality criteria for non-stationary systems will be defined. The educational impact of the research will be in the form of classroom instruction, PhD student research, seminars and conferences.

这笔赠款提供资金，以促进非平稳系统的最优控制技术的发展。具体地说，本研究的目的是建立有限容量非平稳排队系统的最优准入和最优定价策略，该排队系统具有多个顾客类别，并提供不同的报酬以获得服务。这些类型的排队模型出现在许多应用中，如生产系统、通信系统和航空业。研究内容包括以下几个方面。首先，将考虑奖励、系统容量、到达率和服务率等参数在已知时间只更改一次的系统。从这些简单的非平稳系统中的最优策略结构中获得的见解将有助于分析周期性发生变化的系统。最后，将开发数值算法来计算最优策略的参数。预计这项研究的一个主要贡献是发展在非平稳环境下进行最佳决策所需的基础科学基础。为此，将为非平稳系统定义新的最优性准则。研究的教育影响将以课堂教学、博士生研究、研讨会和会议的形式出现。