Unformatted text preview: n queues and there is one server. At each time, we must allocate the server to one of the queues. When serving the i th queue, the service time is exponential with expected completion time 1 /ν i . There is a cost c i per unit time per customer waiting in queue i . After a customer is served, he leaves the system with probability q . Otherwise, he joins another queue; the probability he chooses each i th queue is q i , and ∑ n i =0 q i = 1. The objective is to minimize expected discounted cost, with a discount rate β > 0....
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- Spring '10
- Strain, Probability theory, Markov chain, 5%, Prof. Ben Van Roy, ith queue