IEEE Transactions on Automatic Control, Vol.40, No.7, 1234-1236, 1995
Optimal Routing into 2 Heterogeneous Service Stations with Delayed Information
The problem of optimal routing of messages into two parallel queues is considered in the framework of discrete-time Markov decision processes with countable state space and unbounded costs. We assume that the controller has a delayed state information, the delay being equal to one time slot. Both discount and average optimal policies are shown to be monotone and of threshold type.
Keywords:EXISTENCE