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Optimal Control of Multiple-Facility Queueing Systems

Research output: Contribution to conference - Without ISBN/ISSN Abstract

Publication date2013
<mark>Original language</mark>English
EventEURO 26, Joint EURO-INFORMS Conference - Rome, Italy
Duration: 1/07/20134/07/2013


ConferenceEURO 26, Joint EURO-INFORMS Conference


In this talk we consider queueing systems which are subject to control (e.g. admission control, routing control) by an external decision-maker. These systems can be modelled using Markov Decision Processes (MDPs), and our aim is to determine an optimal "policy" which specifies the most advantageous decisions to be taken. We discuss how the techniques of stochastic dynamic programming can be used to compute optimal policies, and how the "adaptive" methods of reinforcement learning can be used to find near-optimal solutions when the dimensionality of the problem becomes too large.