Conditional dynamics of non-Markovian, infinite-server queues

Abstract

We study the transient dynamics of a partially observed, infinite server queue fed with a Poisson arrival process whose controlled rate is changed at discrete points in time. More specifically, we define a state that incorporates partial information from the history of the process and write analytical formula for the dynamics of the system (state transition probabilities). Moreover, we develop an approximation method that makes the state finite-dimensional, and introduce techniques to further reduce the dimension of the state. This method could thus enable the formulation of tractable DPs in the future.