批量到达及不完美信息条件下损失系统的准入控制

Admission control with batch arrivals and imperfect information in loss systems

研究面向2个任务类的损失系统中的动态准入控制策略.任务有不同的服务时间要求和不同的报酬,对于到达的任务,服务提供者无法直接判断每个任务属于哪一类,但能观测到每个任务所带的信号.证明了值函数的次模性和凹性,且存在一个唯一的用于对任务进行归类的信号阈值,建立了一个4层的准入控制策略.当任务信号的信息量较少时,在一定的条件下所建立的准入策略仍然有效.最后,将所建立的4层准入控制策略应用于不完美信息条件下的库存配给问题,应用结果表明该控制策略是可行而有效的.

This paper considers the dynamic admission control policy in a two-class loss system.Each class of jobs requires different service rates and offer different rewards.The service provider cannot directly determine the identities but can observe the signals of the jobs in a batch.The submodularity and concavity properties of the value function are proved. There is a signal threshold such that the jobs with signals larger than or equal to it are classified as class 1,and those with signals smaller than it are classified as class 2.Consequently,a four-layer admission control policy is established.When the signals are less informative,the main results are also available under some certain conditions.Finally,the resulting admission control policy is applied to an inventory rationing problem with imperfect information,and the feasibility and effectiveness of such a polity is identified.