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Stochastic Control of Two Competing Queues

Type: 
Conference PaperInvited and refereed articles in conference proceedings
Authored by:
Baras, John S., Belbas, Stavros A.
Conference date:
October 1981
Conference:
19th Allerton Conference on Communication, Control and Computing, pp. 269-278
Full Text Paper: 
Abstract: 

We consider optimal server time allocation to two parallel queues. The server has available complete past observations of the queue sizes for his decisions. The infinite time discounted version of the problem is analyzed here. It is shown that the optimal strategy is stationary. The optimal value function is shown to be the unique solution of the Bellman equation. Finally, analysis of degenerate Bellman equations, of the type appearing in this problem is presented. Numerical methods of solution can be derived from the results presented here.