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Optimal control of an M/G/1 queue with imperfectly observed queue length when the input source is finite

Published online by Cambridge University Press:  14 July 2016

Kazuyoshi Wakuta
Kazuyoshi Wakuta*
Affiliation:
Nagaoka Technical College
*
∗ Postal address: Nagaoka Technical College, Nagaoka, Niigata 940, Japan.
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Abstract

We consider the optimal control of an M/G/1 queue with finite input source. The queue length, however, can be only imperfectly observed through the observations at the initial time and the times of successive departures. At these times, the service rate can be chosen, based on the observable histories. A service cost and a holding cost are incurred. We show that such a control problem can be formulated as a semi-Markov decision process with imperfect state information, and present sufficient conditions for the existence of an optimal stationary I-policy.

Keywords

FINITE INPUT SOURCEIMPERFECT OBSERVATION

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 28 , Issue 1 , March 1991 , pp. 210 - 220
Copyright
Copyright © Applied Probability Trust 1991 

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