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ON THE OPTIMAL OPEN-LOOP CONTROL POLICY FOR DETERMINISTIC AND EXPONENTIAL POLLING SYSTEMS

Published online by Cambridge University Press:  27 February 2007

Bruno Gaujal ,
Arie Hordijk  and
Dinard van der Laan
Bruno Gaujal
Affiliation:
Lab. ID-IMAG (INRIA, CNRS, INPG, UJF), 38330 Montbonnot Saint Martin, France, E-mail: [email protected]
Arie Hordijk
Affiliation:
Department of Mathematics, Leiden University, 2300 RA Leiden, The Netherlands, E-mail: [email protected]
Dinard van der Laan
Affiliation:
Faculty of Economics and Business Administration, Department of Econometrics, Vrije Universiteit, 1081 HV Amsterdam, The Netherlands, E-mail: [email protected]
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Abstract

In this article, we consider deterministic (both fluid and discrete) polling systems with N queues with infinite buffers and we show how to compute the best polling sequence (minimizing the average total workload). With two queues, we show that the best polling sequence is always periodic when the system is stable and forms a regular sequence. The fraction of time spent by the server in the first queue is highly noncontinuous in the parameters of the system (arrival rate and service rate) and shows a fractal behavior. Moreover, convexity properties are shown and are used in a generalization of the computation of the optimal control policy (in open loop) for the stochastic exponential case.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 21 , Issue 2 , April 2007 , pp. 157 - 187
Copyright
© 2007 Cambridge University Press

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References

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