Optimal scheduling for multiclass queues with blocking

A problem of optimal scheduling of multiple queues competing for service at a single station is considered, where each queue has a finite buffer and the service may be class dependent. The cost is linear in the number of waiting customers and also includes the cost of customers lost due to blocking upon arrival to a full queue. The scheduling problem is solved by converting to a discrete Markov decision problem and using dynamic programming. It is shown that for a broad range of costs, the optimal policy is of the threshold or switching type.<
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