The Dependence of Optimal Returns from Multi-class Queueing Systems on Their Customer Base

  • Authors:
  • M. J. Dacre;K. D. Glazebrook

  • Affiliations:
  • Department of Statistics, Newcastle University, Newcastle upon Tyne NE1 7RU, UK;Department of Statistics, Newcastle University, Newcastle upon Tyne NE1 7RU, UK

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 2002

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Abstract

We identify structured collections of multi-class queueing systems whose optimal return (a minimised cost) is a supermodular function of the set of customer classes allowed external access to the system. Our results extend considerably the range of systems for which such a claim can be made. The returns from such systems also exhibit a form of directional convexity when viewed as functions of a vector of arrival rates. Applications to load balancing problems are indicated.