Departamento de Matemáticas, Centro de Investigación del I.P.N., Apartado Postal 14-740, 07000 México, D.F., Mexico;Department of Electrical Engineering, University of Texas at Austin, Austin, TX 78712, USA
Abstract:
We consider the service-rate selection problem in an M/G/1 queueing system with unknown arrival rate and average cost criterion. An optimal adaptive policy is determined using recently developed results on parameter estimation and adaptive control of semi-Markov processes.