ADMISSION AND TERMINATION CONTROL OF A TWO CLASS LOSS SYSTEM

Ulukus M. Y., Gullu R., Ormeci L.

STOCHASTIC MODELS, cilt.27, sa.1, ss.2-25, 2011 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 27 Sayı: 1
  • Basım Tarihi: 2011
  • Doi Numarası: 10.1080/15326349.2011.542719
  • Dergi Adı: STOCHASTIC MODELS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.2-25
  • İstanbul Teknik Üniversitesi Adresli: Hayır

Özet

We consider dynamic admission and termination control policies in a Markovian loss system with two classes, each with a fixed reward, a termination cost, an arrival and service rate. The system may admit or reject an arriving job or admit it by terminating a job in the system to maximize its total expected discounted reward. We prove that (1) when there is an idle server, it is never optimal to terminate a job, (2) there exists an optimal threshold policy for both admission and termination decisions. Furthermore, we identify the conditions which ensure that a class is "preferred" or "strongly preferred."