Showing 301 - 310 of 310
We present a new unifying framework for investigating throughput-WIP (Work-in-Process) optimal control problems in queueing systems, based on reformulating them as linear programming (LP) problems with special structure: We show that if a throughput-WIP performance pair in a stochastic system...
Persistent link: https://www.econbiz.de/10005772295
Most research on single machine scheduling has assumed the linearity of job holding costs, which is arguably not appropriate in some applications. This motivates our study of a model for scheduling $n$ classes of stochastic jobs on a single machine, with the objective of minimizing the total...
Persistent link: https://www.econbiz.de/10005772394
The achievable region approach seeks solutions to stochastic optimisation problems by: (i) characterising the space of all possible performances (the achievable region) of the system of interest, and (ii) optimising the overall system-wide performance objective over this space. This is radically...
Persistent link: https://www.econbiz.de/10005772495
We address the problem of scheduling a multi-station multiclass queueing network (MQNET) with server changeover times to minimize steady-state mean job holding costs. We present new lower bounds on the best achievable cost that emerge as the values of mathematical programming problems (linear,...
Persistent link: https://www.econbiz.de/10005772573
We present a polyhedral framework for establishing general structural properties on optimal solutions of stochastic scheduling problems, where multiple job classes vie for service resources: the existence of an optimal priority policy in a given family, characterized by a greedoid (whose...
Persistent link: https://www.econbiz.de/10005772592
We develop a mathematical programming approach for the classical PSPACE - hard restless bandit problem in stochastic optimization. We introduce a hierarchy of n (where n is the number of bandits) increasingly stronger linear programming relaxations, the last of which is exact and corresponds to...
Persistent link: https://www.econbiz.de/10005772596
This paper designs, evaluates, and tests a tractable priority-index policy for scheduling target updates in a discrete-time multitarget tracking model, which aims to be close to optimal relative to a discounted or average performance objective accounting for tracking-error variance and...
Persistent link: https://www.econbiz.de/10008509907
Persistent link: https://www.econbiz.de/10005598302
Persistent link: https://www.econbiz.de/10005598368
This paper considers a Markovian model for the optimal dynamic routing of homogeneous traffic to parallel heterogeneous queues, each having its own finite input buffer and server pool, where buffer and server-pool sizes, as well as service rates, may differ across queues. The main goal is to...
Persistent link: https://www.econbiz.de/10011052720