A semidefinite programming approach to the optimal control of a single server queueing system with imposed second moment constraints

DOI10.1057/palgrave.jors.2600764zbMath1054.90529OpenAlexW2101641179MaRDI QIDQ3157383

P. S. Ansell, José Niño-Mora, Kevin D. Glazebrook, Isi Mitrani

Publication date: 13 January 2005

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2600764

zbMATH Keywords

achievable regionstochastic optimisationGittins indexsemidefinite programmulti-class queueing system

Mathematics Subject Classification ID

Semidefinite programming (90C22) Stochastic programming (90C15) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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