Optimal control of queueing systems with multiple heterogeneous facilities

Shone, Robert William 2014. Optimal control of queueing systems with multiple heterogeneous facilities. PhD Thesis, Cardiff University. Item availability restricted.

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Abstract

This thesis discusses queueing systems in which decisions are made when customers arrive, either by individual customers themselves or by a central controller. Decisions are made concerning whether or not customers should be admitted to the system (admission control) and, if they are to be admitted, where they should go to receive service (routing control). An important objective is to compare the effects of "selfish" decision-making, in which customers make decisions aimed solely at optimising their own outcomes, with those of "socially optimal" control policies, which optimise the economic performance of the system as a whole. The problems considered are intended to be quite general in nature, and the resulting findings are therefore broad in scope. Initially, M/M/1 queueing systems are considered, and the results presented establish novel connections between two distinct areas of the literature. Subsequently, a more complicated problem is considered, involving routing control in a system which consists of heterogeneous, multiple-server facilities arranged in parallel. It is shown that the multiple-facility system can be formulated mathematically as a Markov Decision Process (MDP), and this enables a fundamental relationship to be proved between individually optimal and socially optimal policies which is of great theoretical and practical importance. Structural properties of socially optimal policies are analysed rigorously, and it is found that 'simple' characterisations of socially optimal policies are usually unattainable in systems with heterogeneous facilities. Finally, the feasibility of finding 'near-optimal' policies for large scale systems by using heuristics and simulation-based methods is considered.

Item Type:	Thesis (PhD)
Status:	Unpublished
Schools:	Mathematics
Subjects:	Q Science > QA Mathematics
Uncontrolled Keywords:	Queueing theory, Markov Decision Processes, Optimisation, Reinforcement learning, Heuristics, Queueing systems
Date of First Compliant Deposit:	30 March 2016
Last Modified:	25 Oct 2016 03:57
URI:	https://orca.cardiff.ac.uk/id/eprint/71359

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