Optimal Admission and Pricing in Non-stationary Queueing Systems

非固定排队系统的最优准入和定价

• 批准号: 9908321
• 负责人: Mark Lewis
• 金额: $ 26.5万
• 依托单位: Regents of the University of Michigan - Ann Arbor
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 1999
• 资助国家: 美国
• 起止时间: 1999-09-01 至 2004-08-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9908321&HistoricalAwards=false
• 关键词: Optimal; Admission; Pricing; Non; stationary

This grant provides funding to advance the state of the art in optimal control of non-stationary systems. Specifically, the objective of this research is to develop optimal admission and optimal pricing policiesfor finite capacity, non-stationary queueing systems with multiple customer classes offering different amounts of reward to obtain service. These types of queueing models arise in many applications such as production systems, communications systems, and airline industry. The research will involve thefollowing tasks. First, systems where parameters such as rewards, system capacity, arrival rates, and service rates change only once at a known time, will be considered. Insights gained from the structure of optimal policies in these simple non-stationary systems will facilitate the analysis of the systems where changes occur periodically. Finally, numerical algorithms will be developed to compute the parametersof optimal policies. A major contribution anticipated from this research is the development of a fundamental science base required for optimal decision making in non-stationary environments. Towards this end, new optimality criteria for non-stationary systems will be defined. The educational impact of the proposed research will be in the form of classroom instruction, PhD student research, seminars and conferences.

这项赠款提供了资金，以推动最佳控制系统的最佳控制状态。具体而言，这项研究的目的是制定有限容量的最佳入学和最佳定价政策，非平稳排队系统，具有多个客户类，提供不同量的奖励以获得服务。这些类型的排队模型出现在许多应用中，例如生产系统，通信系统和航空公司行业。 该研究将涉及跟踪任务。首先，将考虑奖励，系统容量，到达率和服务率等参数在已知时间仅变化一次的系统。从这些简单的非平稳系统中的最佳策略结构中获得的见解将有助于定期发生变化的系统的分析。 最后，将开发数值算法来计算最佳策略的参数。 这项研究预期的主要贡献是开发非组织环境中最佳决策所需的基本科学基础。为此，将定义针对非平稳系统的新最优标准。拟议研究的教育影响将以课堂教学，博士生研究，研讨会和会议的形式。