Probability in the Engineering and Informational Sciences
Admission control for a multi-server queue with abandonment
Queueing Systems: Theory and Applications
Optimal control of a production-inventory system with customer impatience
Operations Research Letters
Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime
Queueing Systems: Theory and Applications
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We consider a GI/GI/1 queue with impatient customers in heavy traffic. We use the solution of an approximating singular diffusion control problem to construct an admission control policy for the queue. The approximating control problem does not admit a so-called pathwise solution. Hence, the resulting admission control policy depends on second-moment data. We prove asymptotic optimality of the constructed policy using weak-convergence methods.rh