Optimal arrival rate and service rate control of multi-server queues
We consider the problem of optimal control of a multi-server queue with controllable arrival and service rates. This study is motivated by its potential application to the design and control of data centers. The cost structure includes customer holding cost which is a non-decreasing convex function of the number of customers in the system, server operating cost which is a non-decreasing convex function of the chosen service rate, and system operating reward which is a non-decreasing concave function of the chosen arrival rate. We formulate the problem as a continuous-time Markov decision process and derive structural properties of the optimal control policies under both discounted cost and average cost criterions.
multi-server queue optimal control markov decision process monotone optimal policy 90b22 60k25