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On Klimov's model by two job classes and exponential processing times

Published online by Cambridge University Press:  14 July 2016

Xiuli Chao*
Affiliation:
New Jersey Institute of Technology
*
Postal address: Division of Industrial and Management Engineering, New Jersey Institute of Technology, Newark, NJ 07102, USA.

Abstract

We consider the Klimov model for an open network of two types of jobs. Jobs of type i arrive at station i, have processing times that are exponentially distributed with parameter µi, and when processed either go on to station j with probability pij, or depart the network with probability pi0. Costs are charged at a rate that depends on the number of jobs of the two types in the system. It is shown that for arbitrary arrival processes the policy that gives priority to those jobs for whom the rate of change of the cost function is greatest minimizes the expected cost rate at every time t. This result is stronger than the Klimov result in two ways: arrival processes are arbitrary, and the minimization is at each time t. But the result holds for only two types.

MSC classification

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1993 

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Footnotes

Research partially supported by a grant from New Jersey Institute of Technology under SBR-421900.

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