An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic

摘要

For a multiclass G/G/1 queue with finite buffers, admission and schedulingcontrol, and holding and rejection costs, we construct a policy that isasymptotically optimal in the heavy traffic limit. The policy is specified interms of a single parameter which constitutes the free boundary point from theHarrison-Taksar free boundary problem, but otherwise depends "explicitly" onthe problem data. The c mu priority rule is also used by the policy, but in away that is novel, and, in particular, different than that used in problemswith infinite buffers. We also address an analogous problem where bufferconstraints are replaced by throughput time constraints.