Optimality of the Fastest Available Server Policy

37 Pages Posted: 18 Jul 2015 Last revised: 17 Apr 2016

See all articles by William P. Millhiser

William P. Millhiser

Baruch College

Charu Sinha

Chapman University - The George L. Argyros School of Business & Economics

Matthew J. Sobel

Case Western Reserve University; Weatherhead School of Management, Case Western Reserve University

Date Written: April 16, 2016

Abstract

We give sufficient conditions under which a policy that assigns customers to the Fastest Available Server, labelled FAS, is optimal among non-idling policies in queuing models with multiple independent Markov-modulated Poisson arrival processes and heterogeneous parallel exponential servers with server-dependent service rates. The criteria are to minimize the long-run average cost per unit time and the expected present value of the costs. We obtain results for loss and delay queuing models with finite- or infinite-capacity buffers under a first-come-first serve priority scheme. We analyze the robustness of the cost structure assumptions that are invoked in the proof of FAS optimality.

Keywords: Matching arrivals with servers; fastest available server; Markovian queue; queueing cost minimization; heterogeneous servers.

JEL Classification: C60

Suggested Citation

Millhiser, William P. and Sinha, Charu and Sobel, Matthew J. and Sobel, Matthew J., Optimality of the Fastest Available Server Policy (April 16, 2016). Available at SSRN: https://ssrn.com/abstract=2631164 or http://dx.doi.org/10.2139/ssrn.2631164

William P. Millhiser

Baruch College ( email )

NY
United States
646-312-3654 (Phone)

HOME PAGE: http://blsciblogs.baruch.cuny.edu/millhiser/

Charu Sinha

Chapman University - The George L. Argyros School of Business & Economics ( email )

333 N. Glassell
Orange, CA 92866
United States

Matthew J. Sobel (Contact Author)

Weatherhead School of Management, Case Western Reserve University ( email )

10900 Euclid Ave.
Cleveland, OH 44106-7235
United States

Case Western Reserve University ( email )

10900 Euclid Ave.
Cleveland, OH 44106
United States

HOME PAGE: http://https://weatherhead.case.edu/faculty/emeriti-faculty/matthew-sobel

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