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Customers arrive at a buffer in a Poisson stream. The buffer is served by two servers, both having an exponentially distributed service time, but with different mean service times. The goal is minimize the average time spent in the system by the customers, or equivalently, the mean number of customers in the system. Customers can be assigned from the buffer to an idle server. The service is non-preemptive,...
We consider the problem of adaptively controlling an unknown finite-state, finite-control Markov Chain so as to minimize a given long-term average cost criterion. Under the twin assumptions that every feedback control law gives rise to an irreducible Markov Chain and that we know the set of forbidden transitions i.e. the zero probability transitions, we exhibit a family of adaptive controllers which...
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