去年畢業前發表的研究論文. 今年總算出版了~

Journal:

Probability in the Engineering and Informational Sciences, 25, 2011, 537–560

Title:

Optimality of Trunk Reservation for an M/M/K/N Queue with Several Customer Types and Holding Costs

Author:

Eugene A. Feinberg and Fenghsu Yang

Introduction:

In this article we study optimal admission to an M/M/k/N queue with several customer types. The reward structure consists of revenues collected from admitted customers and holding costs, both of which depend on customer types. This article studies average rewards per unit time and describes the structures of stationary optimal, canonical, bias optimal, and Blackwell optimal policies. Similar to the case without holding costs, bias optimal and Blackwell optimal policies are unique, coincide, and have a trunk reservation form with the largest optimal control level for each customer type. Problems with one holding cost rate have been studied previously in the literature.