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作者：Ning, Jie; Sobel, Matthew J.
作者单位：University System of Ohio; Case Western Reserve University
摘要：This paper characterizes the class of decomposable affine Markov decision processes (MDPs), which have continuous multidimensional endogenous states and actions, and Markov-modulated exogenous states. This class of MDPs has affine dynamics and single-period rewards, sets of feasible actions that decompose into bounded polytopes, and endogenous state variables that are nonnegative or nonpositive. It is shown that decomposable affine MDPs with discounted criteria have an affine value function an...
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作者：Whitt, Ward; You, Wei
作者单位：Columbia University
摘要：We develop a time-varying robust-queueing (TVRQ) algorithm for the continuous-time workload in a single-server queue with a time-varying arrival-rate function. We apply this TVRQ to develop approximations for the periodic steady-state expected workload in models with a periodic arrival-rate function. We apply simulation and asymptotic methods to examine the performance of periodic TVRQ (PRQ). We find that PRQ predicts the mean of the periodic distribution and even the full distribution (specif...
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作者：Cui, Shiliang; Su, Xuanming; Veeraraghavan, Senthil
作者单位：Georgetown University; University of Pennsylvania
摘要：Customers often wait in queues before being served. Because waiting is undesirable, customers may come back later (i.e., retry) when the queue is too long. However, retrial attempts can be costly as a result of transportation fees and service delays. This paper introduces a framework for rational retrial decisions in stationary queues. Our approach accommodates retrials in queues by replicating the Naor's model [Naor P (1969) The regulation of queue size by levying tolls. Econometrica 37(1):15...
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作者：Zhan, Dongyuan; Ward, Amy R.
作者单位：University of London; University College London; University of Chicago
摘要：Most common queueing models used for service-system design assume that the servers work at fixed (possibly heterogeneous) rates. However, real-life service systems are staffed by people, and people may change their service speed in response to incentives. The delicacy is that the resulting service speed is jointly affected by staffing, routing, and payment decisions. Our objective in this paper is to find a joint staffing, routing, and payment policy that induces optimal service-system perform...
