M.Sc Student | Levy Jarczun Danielle |
---|---|

Subject | Optimal Policy Computation of the Multiclass Queue |

Department | Department of Electrical Engineering |

Supervisor | Professor Rami Atar |

A multiclass single server queue can be modeled as follows. The system is
composed of *k *classes and one server. Class *k *jobs queue up in
buffer *k*, and *x _{k} *represents the number of jobs of
class

The queue operates according to some service scheduling. We seek optimal control sequences, within the set of available controls, so that minimum cost is achieved. The possible control actions are to serve a job from one of the two existing classes or to idle.

Since our work concerns the system's behavior and its stationary optimal
policy properties, we seek minimizing the cost over an infinite horizon. The
running cost *C*(*x*(*t*)) is associated with each state. We name *α*
as the discount factor for our discounted cost.

In order to find the optimal policy, which leads to the minimum cost, we
apply the value iteration algorithm, solving the optimization problem
computationally. An interesting question is whether the generalized *cµ *rule is exactly
optimal for the problem.

We investigate this issue performing a computational study.