TY - JOUR
T1 - Near-optimal control policy for loss networks
AU - Ku, Cheng-Yuan
AU - Yen, David C.
AU - Chang, I. Chiu
AU - Huang, Shi Ming
AU - Jordan, Scott
PY - 2006/8
Y1 - 2006/8
N2 - In this paper, the phenomenon of the optimal management of requests of service in general networks is formulated as a control problem for a finite number of multiserver loss queues with Markovian routing. This type of problem may arise in a wide range of fields, e.g., manufacturing industries, storage facilities, computer networks, and communication systems. Using inductive approach of dynamic programming, the optimal admission control can be induced to be the functions of the number of requested service in progress. However, for large-scale network, the computational burden to find optimal control policy may be infeasible due to its involvement of the states for all stations in the networks. Hence, the idea of bottleneck modeling is borrowed to compute the near-optimal admission control policy. We reduced the scale of loss network and decreased the difference between the original and reduced models by making compensation for system parameters. A novel method is proposed in this paper to compute the compensation. Numerical results show that the near-optimal control policy demonstrates close performance to the optimal policy.
AB - In this paper, the phenomenon of the optimal management of requests of service in general networks is formulated as a control problem for a finite number of multiserver loss queues with Markovian routing. This type of problem may arise in a wide range of fields, e.g., manufacturing industries, storage facilities, computer networks, and communication systems. Using inductive approach of dynamic programming, the optimal admission control can be induced to be the functions of the number of requested service in progress. However, for large-scale network, the computational burden to find optimal control policy may be infeasible due to its involvement of the states for all stations in the networks. Hence, the idea of bottleneck modeling is borrowed to compute the near-optimal admission control policy. We reduced the scale of loss network and decreased the difference between the original and reduced models by making compensation for system parameters. A novel method is proposed in this paper to compute the compensation. Numerical results show that the near-optimal control policy demonstrates close performance to the optimal policy.
KW - Discounted dynamic programming
KW - Downsizing approximation
KW - Loss queueing network
KW - Markov chain
KW - Near-optimal control policy
UR - http://www.scopus.com/inward/record.url?scp=27844587758&partnerID=8YFLogxK
U2 - 10.1016/j.omega.2005.01.002
DO - 10.1016/j.omega.2005.01.002
M3 - Article
AN - SCOPUS:27844587758
SN - 0305-0483
VL - 34
SP - 406
EP - 416
JO - Omega
JF - Omega
IS - 4
ER -