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Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.3/158847
- Near optimal control of queueing networks over a finite time horizon
- Nazarathy, Yoni; Weiss, Gideon
- We propose a method for the control of multi-class queueing networks over a finite time horizon. We approximate the multi-class queueing network by a fluid network and formulate a fluid optimization problem which we solve as a separated continuous linear program. The optimal fluid solution partitions the time horizon to intervals in which constant fluid flow rates are maintained. We then use a policy by which the queueing network tracks the fluid solution. To that end we model the deviations between the queuing and the fluid network in each of the intervals by a multi-class queueing network with some infinite virtual queues. We then keep these deviations stable by an adaptation of a maximum pressure policy. We show that this method is asymptotically optimal when the number of items that is processed and the processing speed increase. We illustrate these results through a simple example of a three stage re-entrant line.
- Publication type
- Journal article
- Annals of Operations Research, Vol. 170, no. 1 (Sep 2009), pp. 233-249
- Publication year
- FOR Code(s)
- 0102 Applied Mathematics; 0103 Numerical and Computational Mathematics; 0802 Computation Theory and Mathematics
- Continuous linear programming; Fluid approximations; Infinite virtual queues; Maximum pressure policies; Multi-class queueing networks; Queueing control
- Publisher URL
- Copyright © 2008 Springer Science+Business Media, LLC.
- Peer reviewed