On optimal stochastic jumps in multi server queue with impatient customers via stochastic control

DOI10.3934/NACO.2021030zbMath1502.90047OpenAlexW3189407536MaRDI QIDQ2092294

Ali Delavarkhalafi

Publication date: 2 November 2022

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2021030

zbMATH Keywords

stochastic optimal controldynamic programming equationimpatient customersMarkovian jump systems

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Dynamic programming (90C39) Optimal stochastic control (93E20) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (1)

Limit equations of adaptive Erlangization and their application to environmental management

Cites Work

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• Stationary Waiting Time Distribution of a Queue in Which Customers Require a Random Number of Servers
• A Queueing System in Which Customers Require a Random Number of Servers
• The spectral linear filter method for a stochastic optimal control problem of partially observable systems
• Filtering method for linear and non-linear stochastic optimal control of partially observable systems

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