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http://dx.doi.org/10.4218/etrij.15.0114.0348

Optimal Admission Control and State Space Reduction in Two-Class Preemptive Loss Systems  

Kim, Bara (Department of Mathematics, Korea University)
Ko, Sung-Seok (Department of Industrial Engineering, Konkuk University)
Publication Information
ETRI Journal / v.37, no.5, 2015 , pp. 917-921 More about this Journal
Abstract
We consider a multiserver system with two classes of customers with preemption, which is a widely used system in the analysis of cognitive radio networks. It is known that the optimal admission control for this system is of threshold type. We express the expected total discounted profit using the total number of customers, thus reducing the stochastic optimization problem with a two-dimensional state space to a problem with a one-dimensional birth-and-death structure. An efficient algorithm is proposed for the calculation of the expected total discounted profit.
Keywords
Preemptive loss system; optimal admission policy; cognitive radio networks; Markov decision process;
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