Containment of socially optimal policies in multiple-facility Markovian queueing systems
研究了多设施马尔可夫排队系统中自私最优与社会最优控制策略的关系,证明了社会最优策略的状态空间包含于自私最优策略,并将经典M/M/1队列结果推广到多维情形。
We consider a Markovian queueing system with N heterogeneous service facilities, each of which has multiple servers available, linear holding costs, a fixed value of service and a first-come-first-serve queue discipline. Customers arriving in the system can be either rejected or sent to one of the N facilities. Two different types of control policies are considered, which we refer to as ‘selfishly optimal’ and ‘socially optimal’. We prove the equivalence of two different Markov Decision Process formulations, and then show that classical M/M/1 queue results from the early literature on behavioural queueing theory can be generalized to multiple dimensions in an elegant way. In particular, the state space of the continuous-time Markov process induced by a socially optimal policy is contained within that of the selfishly optimal policy. We also show that this result holds when customers are divided into an arbitrary number of heterogeneous classes, provided that the service rates remain non-discriminatory.