Optimal Policy in Single-Server Multi-Class Queuing Systems with Abandonment
19 Pages Posted: 23 Sep 2019
Date Written: June 1, 2019
We study a multi-class queuing system with a single server and customer abandonment. We fully characterize the structure of the server's optimal scheduling policy that minimizes the long-run average customer abandonment cost. We show that the optimal service policy is a static priority policy. We derive sufficient conditions under which the so-called b.mu-rule is optimal. Under the b.mu-rule, it is optimal to give priority to the customer type that has higher service rate (mu) and higher abandonment cost (b), i.e., higher index b.mu.
Keywords: Queuing System, Server Scheduling, Abandonment, Markov Decision Process, Infomercial Call Centers
JEL Classification: C44
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