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- Kevin D. Glazebrook, H. M. Mitchell, P. S. Ansell
- European Journal of Operational Research
- 2005

- P. S. Ansell, Kevin D. Glazebrook, José Niño-Mora, M. O'Keeffe
- Math. Meth. of OR
- 2003

Multi-class service systems are of increasing importance in the practical modelling world but present a significant challenge for analysis. Most results to date concerning the optimal dynamic control of such systems have assumed holding cost rates to be linear in the number of customers present. In response to arguments that such an assumption is often… (More)

- Kevin D. Glazebrook, R. R. Lumley, P. S. Ansell
- Queueing Syst.
- 2003

We consider the optimal service control of a multiclass M/G/1 queueing system in which customers are served nonpreemptively and the system cost rate is additive across classes and increasing convex in the numbers present in each class. Following Whittle’s approach to a class of restless bandit problems, we develop a Langrangian relaxation of the service… (More)

The paper concerns a class of discounted restless bandit problems which possess an indexability property. Conservation laws yield an expression for the reward suboptimality of a general policy. These results are utilised to study the closeness to optimality of an index policy for a special class of simple and natural dual speed restless bandits for which… (More)

- PS Ansell, KD Glazebrook, I Mitrani, J NinÄo-Mora
- 1999

Classical analyses of the dynamic control of multi-class queueing systems frequently yield simple priority policies as optimal. However, such policies can often result in excessive queue lengths for the low priority jobs=customers. We propose a stochastic optimisation problem in the context of a two class M=M=1 system which seeks to mitigate this through… (More)

- P. S. Ansell, Kevin D. Glazebrook, Isi Mitrani
- Perform. Eval.
- 1996

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