On Optimal Control Policy of MAP(t)/M/2 Queueing System with Heterogeneous Servers and Periodic Arrival Process

In this paper we consider an optimal control problem for the MAP(t)/M/2 queueing system with heterogeneous servers is introduced. The Markov arrival process (MAP) has time-dependent and periodic rates for phase transitions. We built a continuous time finite-horizon Markov decision process (MDP) with the aim to minimize a cost function. We solve a Bellman equation as a system of ordinary differential equations with time-dependent coefficients. We show that the optimal policy is of threshold type with threshold levels depending on the phases of arrival process. Moreover, the periodic variation of arrival attributes makes a threshold control policy piecewise constant time-dependent and periodic. We study numerically the speed of convergence of the policy to a periodic pattern. For the fixed control policy we calculate a transient solution. and provide a sensitivity analysis to determine how sensitive the performance measures are to changes in parameter values and in inter-arrival time correlation. © Springer Nature Switzerland AG 2019.

Authors
Efrosinin D. 1, 2 , Stepanova N.3
Language
English
Pages
179-194
Status
Published
Volume
11965 LNCS
Year
2019
Organizations
  • 1 Johannes Kepler University Linz, Altenbergerstrasse 69, Linz, 4040, Austria
  • 2 Peoples’ Friendship University of Russia (RUDN University), Miklukho-Maklaya St. 6, Moscow, 117198, Russian Federation
  • 3 V.A. Trapeznikov Institute of Control Sciences of RAS, Profsoyuznaya St., 65, Moscow, 117997, Russian Federation
Keywords
Heterogeneous servers; Markov decision process; Periodic Markov arrival process; Time-dependent threshold policy
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