Index heuristics for multiclass <i>M/G</i>/1 systems with nonpreemptive service and convex holding costs

作     者：Glazebrook, KD Lumley, RR Ansell, PS 

作者机构：Univ Edinburgh Sch Management Edinburgh EH8 9JY Midlothian Scotland Univ Newcastle Upon Tyne Dept Stat Newcastle Upon Tyne NE1 7RU Tyne & Wear England 

出 版 物：《QUEUEING SYSTEMS》 (排队系统)

年 卷 期：2003年第45卷第2期

页      面：81-111页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 0701[理学-数学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 070101[理学-基础数学] 

主　　题：indexability index policy service control stochastic dynamic programming restless bandit 

摘      要：We consider the optimal service control of a multiclass M/G/1 queueing system in which customers are served nonpreemptively and the system cost rate is additive across classes and increasing convex in the numbers present in each class. Following Whittle s approach to a class of restless bandit problems, we develop a Langrangian relaxation of the service control problem which serves to motivate the development of a class of index heuristics. The index for a particular customer class is characterised as a fair charge for service of that class. The paper develops these indices and reports an extensive numerical investigation which exhibits strong performance of the index heuristics for both discounted and average costs.