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March 31, 2026Queueing SystemsOpen Access

Ergodic risk-sensitive admission control problem for a Markovian multi-server queueing system with abandonment

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Authors

NSNicola SassoneGPGuodong Pang

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Overview

Uncovers optimal admission control policies in a multi-server queueing system, suggesting their applications in resource management.

Key Points

  • To investigate the ergodic risk-sensitive admission control problem for a multi-server queueing system with customer abandonment.
  • Derived the Bellman optimality equation for the system.
  • Identified an optimal threshold policy for admitting customers.
  • Developed a policy iteration algorithm to find the optimal threshold level.
  • Analyzed the effect of risk sensitivity on the optimal threshold.
  • The optimal threshold policy rejected incoming arrivals exceeding a certain threshold.
  • The threshold decreases as risk sensitivity increases.
  • It converges to the average cost optimal threshold as sensitivity approaches zero.

Cite This Study

Sassone et al. (2026) studied this question.

synapsesocial.com/papers/69cb6541e6a8c024954b94f5https://doi.org/10.1007/s11134-026-09977-2
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