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Dynamic admission control for loss systems with batch arrivals

Part of: Stochastic systems and control Operations research and management science

Published online by Cambridge University Press:  01 July 2016

E. L. Örmeci  and
A. Burnetas
E. L. Örmeci*
Affiliation:
Koç University
A. Burnetas*
Affiliation:
University of Athens
*
∗ Postal address: Department of Industrial Engineering, Koç University, Rumeli Feneri Yolu, 34450 Sarıyer, İstanbul, Turkey. Email address: [email protected]
∗∗ Postal address: Department of Mathematics, University of Athens, Panepistimiopolis, 15784 Athens, Greece. Email address: [email protected]
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Abstract

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We consider the problem of dynamic admission control in a Markovian loss system with two classes. Jobs arrive at the system in batches; each admitted job requires different service rates and brings different revenues depending on its class. We introduce the definition of a ‘preferred class’ for systems receiving mixed and single-class batches separately, and derive sufficient conditions for each system to have a preferred class. We also establish a monotonicity property of the optimal value functions, which reduces the number of possibly optimal actions.

Keywords

Admission controlloss systembatch arrival

MSC classification

Primary: 93E20: Optimal stochastic control
Secondary: 90B99: None of the above, but in this section
Type
General Applied Probability
Information
Advances in Applied Probability , Volume 37 , Issue 4 , December 2005 , pp. 915 - 937
Copyright
Copyright © Applied Probability Trust 2005 

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