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Dynamic Scheduling of a Multiclass Queue in the Halfin-Whitt Heavy Traffic Regime

J. Michael Harrison, Assaf Zeevi
2004 Operations Research  
We consider a Markovian model of a multiclass queueing system in which a single large pool of servers attends to the various customer classes.  ...  The problem studied is that of dynamically scheduling the various classes.  ...  They also thank Rami Atar for his careful reading and helpful comments, and Avi Mandelbaum for providing them with preprints of his work with R. Atar and M. Reiman.  ... 
doi:10.1287/opre.1030.0084 fatcat:m5wb6sadsvag7hvh7fdj6dzpie

Dynamic Scheduling of a Multiclass Queue in the Halfin-Whitt Regime: A Computational Approach for High-Dimensional Problems [article]

Barış Ata, Ebru Kaşıkaralar
2023 arXiv   pre-print
We consider a multi-class queueing model of a telephone call center, in which a system manager dynamically allocates available servers to customer calls.  ...  Using this computational method, we propose a policy for the original (pre-limit) call center scheduling problem.  ...  Introduction Motivated by call center operations, this paper considers a dynamic scheduling problem for a multiclass queueing system with a single pool of servers.  ... 
arXiv:2311.18128v1 fatcat:ekl432gynjhkflfs5a2lomvecy

Dynamic Scheduling in a Many-Server, Multiclass System: The Role of Customer Impatience in Large Systems

Jeunghyun Kim, Ramandeep S. Randhawa, Amy R. Ward
2018 Manufacturing & Service Operations Management  
One of our main results is that for a class of parameters, we establish sufficient conditions for both the optimality and non-optimality of threshold policies.  ...  Problem definition: We study optimal scheduling of customers in service systems, such as call centers.  ...  Instead, we need to keep track of the queue-length process for each class to describe the system dynamics, and hence we require a K-dimensional diffusion process to approximate these dynamics.  ... 
doi:10.1287/msom.2017.0642 fatcat:xdkdejubpbczzalmxn3dhmdqjy

Marginal productivity index policies for scheduling a multiclass delay-/loss-sensitive queue

José Niño-Mora
2006 Queueing systems  
We address the problem of scheduling a multiclass M/M/1 queue with a finite dedicated buffer for each class.  ...  We develop new dynamic index policies, prescribing to give higher service priority to classes with larger index values, where the priority index of a class measures the marginal productivity of work at  ...  A short version of the paper appeared in the proceedings of the latter conference. See [9] .  ... 
doi:10.1007/s11134-006-0302-x fatcat:plkazfvox5cvxla2us6uctwzcm

The achievable region method in the optimal control of queueing systems; formulations, bounds and policies

Dimitris Bertsimas
1995 Queueing systems  
, polling systems, multiclass queueing and loss networks.  ...  These relaxations lead to bounds on the performance of an optimal policy.  ...  Tsoucas [57] derived the region of achievable performance in the problem of scheduling a multiclass nonpreemptive M/G/1 queue with Bernoulli feedback, introduced by Klimov [35] .  ... 
doi:10.1007/bf01149167 fatcat:6mljtnhjnvgulfpoozhawm5254

Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic

Amarjit Budhiraja, Arka Ghosh, Xin Liu
2014 Queueing systems  
This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment.  ...  the classical cμ-policy (the priority policy that favors classes with higher values of the product of holding cost c and service rate μ) is asymptotically optimal for an infinite horizon discounted cost  ...  We consider a scheduling control problem, where the controller decides (dynamically, at each time point t ≥ 0) which class of jobs should the server process so as to minimize an infinite horizon discounted  ... 
doi:10.1007/s11134-014-9396-8 fatcat:6zmhysaykjbpvomciuci5rnc2e

Optimal control of queueing networks: an approach via fluid models

Nicole Bäuerle
2002 Advances in Applied Probability  
We consider a general control problem for networks with linear dynamics which includes the special cases of scheduling in multiclass queueing networks and routeing problems.  ...  For scheduling problems in multiclass queueing networks we show the existence of an average-cost optimal decision rule, if the usual traffic conditions are satisfied.  ...  the scheduling problem for multiclass queueing networks.  ... 
doi:10.1239/aap/1025131220 fatcat:lcapxsvk3nfuxapyxgvo53ymbi

On scheduling a multiclass queue with abandonments under general delay costs

Barış Ata, Mustafa H. Tongarlak
2012 Queueing systems  
We consider a multiclass queueing system with abandonments and general delay costs. A system manager makes dynamic scheduling decisions to minimize long-run average delay and abandonment costs.  ...  Interpreting that control in the context of the original queueing system, we propose practical policies for each of the three cases considered and demonstrate their effectiveness through a simulation study  ...  Introduction This paper studies dynamic scheduling of a multiclass queue with abandonments in the heavy traffic regime. The objective is to minimize the average delay and abandonment costs.  ... 
doi:10.1007/s11134-012-9326-6 fatcat:pafhkup7yffvboavv4qbpbo5de

On the optimality of exhaustive service policies in multiclass queueing systems with modulated arrivals and switchovers

Y Narahari, N Hemachandra
1997 Sadhana (Bangalore)  
Consider a single-server multiclass queueing system with K classes where the individual queues are fed by K-correlated interrupted Poisson streams generated in the states of a K-state stationary modulating  ...  It is required to minimize the sum of discounted inventory and setup costs over an infinite horizon. We provide sufficient conditions under which exhaustive service policies are optimal.  ...  This research was supported in part by the Office of Naval Research and the Department of Science and Technology grant N00014-93-1017.  ... 
doi:10.1007/bf02744127 fatcat:mtydvzx7qrhsnizgclo562zw2a

Optimal control of Markov-modulated multiclass many-server queues [article]

Ari Arapostathis, Anirban Das, Guodong Pang, Yi Zheng
2018 arXiv   pre-print
We study multiclass many-server queues for which the arrival, service and abandonment rates are all modulated by a common finite-state Markov process.  ...  We address the infinite-horizon discounted and long-run average (ergodic) optimal control problems and establish asymptotic optimality.  ...  Acknowledgement This work is supported in part by an Army Research Office grant W911NF-17-1-0019, in part by NSF grants DMS-1715210, CMMI-1635410, and DMS/CMMI-1715875, and in part by Office of Naval Research  ... 
arXiv:1808.04049v1 fatcat:nznq5cdo2fhkvit4mx3i32wja4

Stochastic scheduling of parallel queues with set-up costs

Izak Duenyas, Mark P. Van Oyen
1995 Queueing systems  
We partially characterize an optimal policy and provide a simple heuristic scheduling policy.  ...  The heuristic's performance is evaluated in the cases of two and three queues by comparison with a numerically obtained optimal policy.  ...  In this paper, we address the stochastic scheduling of a system with several different types of jobs and switching costs in the context of a multiclass M/G/1 queue.  ... 
doi:10.1007/bf01151932 fatcat:komdwikruveklemxailn7ncqaq

The Gittins Policy in the M/G/1 Queue [article]

Ziv Scully, Mor Harchol-Balter
2021 arXiv   pre-print
The Gittins policy is a highly general scheduling policy that minimizes a wide variety of mean holding cost metrics in the M/G/1 queue.  ...  For example, the well-known "cμ rule", which minimizes class-weighted mean response time in the multiclass M/M/1, is a special case of Gittins.  ...  SYSTEM MODEL: THE M B /G MP /1 QUEUE We study scheduling in a generalization of the M/G/1 queue to minimize a variety of mean holding cost metrics.  ... 
arXiv:2111.10703v1 fatcat:g5jtxypzkffmbg5l7cqicoilkm

Dynamic Scheduling for Markov Modulated Single-server Multiclass Queueing Systems in Heavy Traffic [article]

Amarjit Budhiraja, Arka Ghosh, Xin Liu
2012 arXiv   pre-print
This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment.  ...  the classical c\mu -policy (the priority policy that favors classes with higher values of the product of holding cost c and service rate \mu) is asymptotically optimal for an infinite horizon discounted  ...  We consider a scheduling control problem, where the controller decides (dynamically, at each time point t ≥ 0) which class of jobs should the server process so as to minimize an infinite horizon discounted  ... 
arXiv:1211.6831v1 fatcat:5wo3gb46ljdmviisjwg5o54oga

An ergodic control problem for many-server multiclass queueing systems with cross-trained servers [article]

Anup Biswas
2017 arXiv   pre-print
We provide a complete analysis for the limiting ergodic control problem and establish asymptotic convergence of the value functions for the queueing model  ...  We formulate an ergodic control problem where the running cost is given by a non- negative convex function with polynomial growth.  ...  It should be noted that for our queueing model we have fixed a cross-training structure and we are trying to investigate the optimal dynamic scheduling policy that will optimize the pay-off function.  ... 
arXiv:1502.02779v4 fatcat:xlhwx7thfzaatns6y4bp7yhj2e

An Explicit Solution for the Value Function of a Priority Queue

Ger Koole, Philippe Nain
2004 Queueing systems  
We consider a multiclass preemptive-resume priority queue with Poisson arrivals and general service times.  ...  We derive explicit expressions for the discounted expected and long-run average weighted queue lengths and switching costs, the latter one only in the case of exponential service times.  ...  Another related study is the work by Harrison [6] who found a closedform expression for the total expected discounted holding cost in a multiclass non-preemptive resume priority queue with Poisson inputs  ... 
doi:10.1023/b:ques.0000035315.17476.0b fatcat:dzaw2lt225hvfoh5646u3oel5m
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