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具有凸延迟成本和不耐心顾客的多服务器调度的Whittle指数方法

Whittle index approach to multi-server scheduling with convex delay costs and impatient customers

Samuli Aalto

arXiv 2609.19792首次发表:更新:

发表机构

Aalto University(阿尔托大学)

机构由 AI 辅助整理,请以论文原文为准。

AI 中文总结

针对具有凸延迟成本和不耐心顾客的多服务器调度问题,本文采用Whittle指数方法,证明离散时间问题可索引并给出指数显式表达式,进而构建连续时间调度策略。

AI 中文摘要

我们考虑具有凸延迟成本和不耐心顾客(其放弃时间服从指数分布)的多类M/G/N+M队列中的动态调度问题。我们应用Whittle指数方法为这一棘手问题寻找合理的启发式解决方案。通过假设放弃时间服从指数分布,我们能够直接利用相应耐心顾客问题的结果,该结果发表在《Queueing Systems》第110卷第2篇文章(2026年)中。我们的主要理论成就是证明了相应离散时间问题的闭式版本是可索引的,并推导出Whittle指数的显式表达式。离散时间结果被用于为原始连续时间调度问题开发Whittle指数策略。

英文摘要

We consider the dynamic scheduling problem in a multi-class M/G/N + M queue with convex delay costs and impatient customers that have exponential abandonment times. We apply the Whittle index approach to find a reasonable heuristic solution for this tricky problem. By assuming exponential abandonment times, we are able to make a very straightforward use of the results of the corresponding problem with patient customers presented in Queueing Systems, Vol. 110, Article no. 2, 2026. Our main theoretical achievements are proving that the closed version of the corresponding discrete-time problem is indexable and deriving an explicit expression for the Whittle index. The discrete-time results are utilized to develop the Whittle index policy for the original continuous-time scheduling problem.

论文原文

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