Mark E. Lewis
Industrial and Operations Engineering Department
University of Michigan
1205 Beal Avenue
Ann Arbor, MI 48109-2117
Douglas G. Down
Department of Computing and Software
McMaster University
1280 Main Street West
Hamilton, ON L8S 4L7, Canada
905-525-9140
We consider a system of parallel
queues with dedicated arrival
streams. At each decision epoch a decision-maker can move
customers from one queue to another. The cost for moving customers
consists of a fixed cost and a linear, variable cost dependent on
the number of customers moved. There are also linear holding costs
that may depend on the queue in which customers are stored. Under very
mild assumptions, we develop stability (and instability)
conditions for this system via a fluid model. Under the assumption
of stability, we consider minimizing the long-run average cost. In
the case of two-servers the optimal control policy is shown to
prefer to store customers in the lowest cost queue. When the
inter-arrival and service times are assumed to be exponential, we
use a Markov decision process formulation to show that for a fixed
number of customers in the system, there exists a level $S$ such
that whenever customers are moved from the high cost queue to the
low cost queue, the number of customers moved brings the number of
customers in the low cost queue to $S$. These results lead to the
development of a heuristic for the model with more than two
servers.