On optimal call admission control in resource-sharing system

Eitan Altman · Tania Jiménez · Ger M. Koole

142 citations0/0 files storedIEEE Transactions on Communications

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Advanced Queuing Theory Analysis Wireless Communication Networks Research Optimization and Search Problems

Abstract

In this paper, we consider call admission control of multiple classes without waiting room. We use event-based dynamic programming for our model. We show that sometimes the customer classes can be ordered: if it is optimal to accept a class, then to accept a more profitable class is optimal too. We demonstrate submodularity of the minimum cost for the 2-classes problem and establish some properties of optimal policies. Then we formulate a fluid model that allows us to study the optimal control for the large-capacity case. We show that in the case of same service time distributions, the control problem can be reduced to a model with a one-dimensional (1-D) state space, and a trunk reservation policy is optimal. We present numerical examples that validate our results.

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References

2005Controlled Markov Processes and Viscosity Solutions 1990Numerical Methods for Stochastic Control Problems in Continuous Time 1994Controlled markov processes and viscosity solutions 1995On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models 1975Applying a New Device in the Optimization of Exponential Queuing Systems 1992Numerical Methods for Stochastic Control Problems in Continuous Time 1969A Queueing Reward System with Several Customer Classes 1998Structural results for the control of queueing systems using event-based dynamic programming

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