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We formulate the problem of scheduling a single server in a multi-class queue-ing system as a Markov decision process under the discounted cost and the average cost criteria. We develop a new implementation of the modiied policy iteration (MPI) dynamic programming algorithm to eeciently solve problems with large state spaces and small action spaces. This(More)
We consider scheduling a single server in a two-class M/M/1 queueing system with nite buuers subject to holding costs and rejection costs for rejected jobs. We use dynamic programming to investigate the structural properties of optimal policies. Provided that the delay of serving a job is always less costly than rejecting an arrival, we show that the(More)
We treat the scheduling of a single server in a nite-buuer capacity, multi-class, make-to-order production system subject to inventory holding costs, setup times, and customer rejection costs. We employ theoretical and numerical analysis of a Markov decision process model to investigate the structure of optimal policies and the performance of heuristic(More)
We consider scheduling a shared server in a two-class, make-to-stock, closed queueing network. We include server switching costs and lost sales costs (equivalently, s e r v er starvation penalties) for lost jobs. If the switching costs are zero, the optimal policy has a monotonic threshold type of switching curve provided that the service times are(More)
We employ theoretical and numerical analysis of a Markov decision process model to investigate the structure of optimal policies and the performance of heuristic policies for scheduling a single server in a nite-buuer capacity, multi-class, make-to-order production system subject to inventory holding costs, setup times, and customer rejection costs. We(More)
  • Eungab Kim
  • 2004
We investigate optimal properties of the replenishment policy for a two-echelon outsourcing system in which a company outsources production of certain products and supplies raw material required to produce those products for its outsourcing partner. The model presented has three distinct features. First, the company is a single decision maker facing(More)