Waiting time based routing policies to parallel queues with percentiles objectives

Benjamin Legros (1)

1 Métis Lab EM Normandie

We develop a method to obtain near-optimal routing policies to parallel queues with decisions based on customers’ wait and performance objectives which include percentiles of the waiting time. We formulate and explicitly derive a value function where the waiting time is used as a decision variable. This allows us to apply a one-step policy improvement method to obtain an efficient routing solution. Numerical illustrations reveal that classical monotone policies are not always optimal.

Keywords: Markov decision process; Performance evaluation; Waiting time; One-step improvement; Relative value function

Domains: Business administration

Benjamin Legros. Waiting time based routing policies to parallel queues with percentiles objectives. Operations Research Letters, 2018, 46 (3), pp.356-361. ⟨10.1016/j.orl.2018.04.001⟩. ⟨hal-02065918⟩