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Monotone Optimal Policies for a Transient Queueing Staffing Problem

by: Michael C. Fu, Steven I. Marcus, I-Jeng Wang
Operations Research, Vol. 48, No. 2. (01 March 2000), pp. 327-331, doi:10.1287/opre.48.2.327.13375  Key: citeulike:12046176

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Abstract

We consider the problem of determining the optimal policy for staffing a queueing system over multiple periods, using a model that takes into account transient queueing effects. Formulating the problem in a dynamic programming setting, we show that the optimal policy follows a monotone optimal control by establishing the submodularity of the objective function with respect to the staffing level and initial queue size in a period. In particular, this requires proving that the system occupancy in a G/M/s queue is submodular in the number of servers and initial system occupancy.


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