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Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Resource allocation in congested queueing systems with time-varying demand
T2 - An application to airport operations
AU - Shone, Robert
AU - Glazebrook, Kevin David
AU - Zografos, Konstantinos G
PY - 2019/7/16
Y1 - 2019/7/16
N2 - Motivated by the need to develop time-efficient methods for minimizing operational delays at severely congested airports, we consider a problem involving the distribution of a common resource between two sources of time-varying demand. We formulate this as a dynamic program in which the objective is based on second moments of stochastic queue lengths and show that, for sufficiently high volumes of demand, optimal values can be well-approximated by quadratic functions of the system state. We identify conditions which enable the strong performance of myopic policies and develop approaches to the design of heuristic policies by means of approximate dynamic programming (ADP) methods. Numerical experiments suggest that our ADP-based heuristics, which require very little computational effort, are able to improve substantially upon the performances of more naive decision-making policies, particularly if exogenous system parameters vary considerably as functions of time.
AB - Motivated by the need to develop time-efficient methods for minimizing operational delays at severely congested airports, we consider a problem involving the distribution of a common resource between two sources of time-varying demand. We formulate this as a dynamic program in which the objective is based on second moments of stochastic queue lengths and show that, for sufficiently high volumes of demand, optimal values can be well-approximated by quadratic functions of the system state. We identify conditions which enable the strong performance of myopic policies and develop approaches to the design of heuristic policies by means of approximate dynamic programming (ADP) methods. Numerical experiments suggest that our ADP-based heuristics, which require very little computational effort, are able to improve substantially upon the performances of more naive decision-making policies, particularly if exogenous system parameters vary considerably as functions of time.
KW - Queueing
KW - Optimization
KW - Approximate dynamic programming
KW - Airport operations
KW - Aviation
U2 - 10.1016/j.ejor.2019.01.024
DO - 10.1016/j.ejor.2019.01.024
M3 - Journal article
VL - 276
SP - 566
EP - 581
JO - European Journal of Operational Research
JF - European Journal of Operational Research
SN - 0377-2217
IS - 2
ER -