Customers arrive in a Poisson stream into a network consisting of two M/M/ 1 service stations in tandem, The service rate uÐ„[0, a] at station 1 is to be selected as a function of the state (x1, x2) where xi is the number of customers at station i so as to minimize the expected total discounted or average cost corresponding to the instantaneous cost c1x1 + c2 x2. The optimal policy is of the form u ≈ a or u≈ 0 according as x1 <s(x 2) or x1≥ S(X2) and S is a switching function. For the case of discounted cost, the optimal process can be nonergodic, but it is ergodic for the case of average cost.
ASJC Scopus subject areas
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering