Operations Research
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OPERATIONS RESEARCH
Vol. 52, No. 6, November-December 2004, pp. 836-855
DOI: 10.1287/opre.1040.0152
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Scheduling Flexible Servers with Convex Delay Costs: Heavy-Traffic Optimality of the Generalized cµ-Rule

Avishai Mandelbaum, Alexander L. Stolyar

Industrial Engineering and Management, Technion, Haifa 32000, Israel
Bell Laboratories, Lucent Technologies, Murray Hill, New Jersey 07974

avim{at}tx.technion.ac.il
stolyar{at}research.bell-labs.com

We consider a queueing system with multitype customers and flexible (multiskilled) servers that work in parallel. If Qi is the queue length of type i customers, this queue incurs cost at the rate of Ci(Qi), where Ci(·) is increasing and convex. We analyze the system in heavy traffic (Harrison and Lopez 1999) and show that a very simple generalized cµ-rule (Van Mieghem 1995) minimizes both instantaneous and cumulative queueing costs, asymptotically, over essentially all scheduling disciplines, preemptive or non-preemptive. This rule aims at myopically maximizing the rate of decrease of the instantaneous cost at all times, which translates into the following: when becoming free, server j chooses for service a type i customer such that i {varepsilon} arg maxi Cµi(Qiij, where µij is the average service rate of type i customers by server j.

An analogous version of the generalized cµ-rule asymptotically minimizes delay costs. To this end, let the cost incurred by a type i customer be an increasing convex function Ci(D) of its sojourn time D. Then, server j always chooses for service a customer for which the value of C'i(D) µij is maximal, where D and i are the customer's sojourn time and type, respectively.

Subject classifications: queues; diffusion models, networks, optimization; production/scheduling; sequencing/stochastic; networks; stochastic.
History: Received January 2002; revision received February 2003; revision received June 2003; accepted July 2003.




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