Multiservice Loss Models for Broadband Telecommunication Networks
Multiservice Loss Models for Broadband Telecommunication Networks
Admission Control with Incomplete Information of a Queueing System
Operations Research
BIAS OPTIMALITY IN A QUEUE WITH ADMISSION CONTROL
Probability in the Engineering and Informational Sciences
Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach
Mathematics of Operations Research
Dynamic pricing to control loss systems with quality of service targets
Probability in the Engineering and Informational Sciences
Optimality of trunk reservation for an m/m/k/n queue with several customer types and holding costs
Probability in the Engineering and Informational Sciences
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We study the optimal admission of arriving customers to a Markovian finite-capacity queue (e.g., M/M/c/N queue) with several customer types. The system managers are paid for serving customers and penalized for rejecting them. The rewards and penalties depend on customer types. The penalties are modeled by a K-dimensional cost vector, K ≥ 1. The goal is to maximize the average rewards per unit time subject to the K constraints on the average costs per unit time. Let Km denote min{K,m − 1}, where m is the number of customer types. For a feasible problem, we show the existence of a Km-randomized trunk reservation optimal policy, where the acceptance thresholds for different customer types are ordered according to a linear combination of the service rewards and rejection costs. Additionally, we prove that any Km-randomized stationary optimal policy has this structure.