Monotone Control of Queueing and Production/Inventory Systems
Name
OR-257-91.pdf
Size
1.16 MB
Format
Adobe PDF
Checksum (MD5)
6d6e9ad34c2f6509af7e63df60889110
Author(s)
Veatch, Michael H.
Wein, Lawrence M.
Date Issued
August 1991
Publisher
Massachusetts Institute of Technology, Operations Research Center
Series/Report no.
Operations Research Center Working Paper;OR 257-91
Abstract
Weber and Stidham (1987) used submodularity to establish transition monotonicity (a service completion at one station cannot reduce the service rate at another station) for Markovian queueing networks that meet certain regularity conditions and are controlled to minimize service and queueing costs. We give an extension of monotonicity to other directions in the state space, such as arrival transitions, and to arrival routing problems. The conditions used to establish monotonicity, which deal with the boundary of the state space, are easily verified for many queueing systems. We also show that, without service costs, transition-monotone controls can be described by simple control regions and switching functions, extending earlier results. The theory is applied to production/inventory systems with holding costs at each stage and finished goods backorder costs.
Subjects
control of queues, dynamic programming, submodularity, monotone policies, production/inventory systems.
MIT Department
Massachusetts Institute of Technology. Operations Research Center
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