Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第28回ISCIE「確率システム理論と応用」国際シンポジウム(1996年11月, 京都)
Optimal Timing Strategies for Controlled M/G/1 Queueing System via Diffusion Approximation Approach
H. OkamuraT. DohiS. Osaki
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ジャーナル フリー

1997 年 1997 巻 p. 143-148

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抄録
In this paper, we consider the optimal timing strategies for a controlled single-server M/G/1 queueing system. The expected total discounted costs are formulated under two timing strategies and approximated by means of the diffusion approximation method. Numerical calculations are devoted to examine the accuracy of the approximation method. The results show that the diffusion approximation method is reasonably good for the typical queueing systems, especially, the M/M/1 single-server queue.
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© 1997 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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