The achievable region method in the optimal control of queueing systems; formulations, bounds and policies

  title={The achievable region method in the optimal control of queueing systems; formulations, bounds and policies},
  author={Dimitris Bertsimas},
  journal={Queueing Systems},
  • D. Bertsimas
  • Published 1 September 1995
  • Computer Science
  • Queueing Systems
We survey a new approach that the author and his co-workers have developed to formulate stochastic control problems (predominantly queueing systems) asmathematical programming problems. The central idea is to characterize the region of achievable performance in a stochastic control problem, i.e., find linear or nonlinear constraints on the performance vectors that all policies satisfy. We present linear and nonlinear relaxations of the performance space for the following problems: Indexable… 

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