Monotonic and Insensitive Optimal Policies for Control of Queues with Undiscounted Costs

@article{Stidham1989MonotonicAI,
  title={Monotonic and Insensitive Optimal Policies for Control of Queues with Undiscounted Costs},
  author={Shaler Stidham and Richard R. Weber},
  journal={Oper. Res.},
  year={1989},
  volume={37},
  pages={611-625}
}
We consider the problem of controlling the service and/or arrival rates in queues, with the objective of minimizing the total expected cost to reach state zero. We present a unified, simple method for proving that an optimal policy is monotonic in the number of customers in the system. Applications to average-cost minimization over an infinite horizon are given. Both exponential and nonexponential models are considered; the essential characteristic is a left-skip-free transition structure and a… 

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