In this research, we advanced the optimal control theory for queuing systems that are characterized by integro-differential equations. Our primary goal was to identify an optimal service rate that minimizes a performance criterion, which is a composite of the system state at the final time and the cost associated with the optimal service rate. The optimal service rate was defined by an optimality system, and this formulation essentially translated the problem into a bilinear control problem within a nonreflexive Banach space, utilizing $ L^1 $-optimization techniques. We provided a rigorous proof of the existence of an optimal controller and offered a detailed characterization of the optimal control. Additionally, a comparison was made with traditional steady-state results to highlight the differences and improvements. Finally, numerical analysis was conducted on the theoretical results.
Citation: Nurehemaiti Yiming. Optimal control of queuing systems governed by integro-differential equations[J]. Networks and Heterogeneous Media, 2025, 20(4): 1269-1291. doi: 10.3934/nhm.2025055
In this research, we advanced the optimal control theory for queuing systems that are characterized by integro-differential equations. Our primary goal was to identify an optimal service rate that minimizes a performance criterion, which is a composite of the system state at the final time and the cost associated with the optimal service rate. The optimal service rate was defined by an optimality system, and this formulation essentially translated the problem into a bilinear control problem within a nonreflexive Banach space, utilizing $ L^1 $-optimization techniques. We provided a rigorous proof of the existence of an optimal controller and offered a detailed characterization of the optimal control. Additionally, a comparison was made with traditional steady-state results to highlight the differences and improvements. Finally, numerical analysis was conducted on the theoretical results.
| [1] |
D. Arivudainambi, P. Godhandaraman, Retrial queueing system with balking, optional service and vacation, Ann. Oper. Res., 229 (2015), 67–84. https://doi.org/10.1007/s10479-014-1765-5 doi: 10.1007/s10479-014-1765-5
|
| [2] |
J. C. Ke, C. H. Wu, W. L. Pearn, Analysis of an infinite multi-server queue with an optional service, Comput. Ind. Eng., 65 (2013), 216–225. https://doi.org/10.1016/j.cie.2013.02.017 doi: 10.1016/j.cie.2013.02.017
|
| [3] |
I. H. Hou, P. R. Kumar, Queueing systems with hard delay constraints: A framework for real-time communication over unreliable wireless channels, Queueing Syst., 71 (2012), 151–177. https://doi.org/10.1007/s11134-012-9293-y doi: 10.1007/s11134-012-9293-y
|
| [4] |
B. M. Miller, Optimization of queuing system via stochastic control, Automatica, 45 (2009), 1423–1430. https://doi.org/10.1016/j.automatica.2009.01.011 doi: 10.1016/j.automatica.2009.01.011
|
| [5] |
D. Yiannis, A. Economou, L. Antonis, Stefanos strategic customer behavior in a queueing system with alternating information structure, Eur. J. Oper. Res., 291 (2021), 1024–1040. https://doi.org/10.1016/j.ejor.2020.10.054 doi: 10.1016/j.ejor.2020.10.054
|
| [6] |
C. Shekhar, S. Varshney, A. Kumar, Optimal control of a service system with emergency vacation using bat algorithm, J. Comput. Appl. Math., 364 (2020), 112332. https://doi.org/10.1016/j.cam.2019.06.048 doi: 10.1016/j.cam.2019.06.048
|
| [7] |
J. Wang, X. Zhang, P. Huang, Strategic behavior and social optimization in a constant retrial queue with the N-policy, Eur. J. Oper. Res., 256 (2017), 841–849. https://doi.org/10.1016/j.ejor.2016.06.034 doi: 10.1016/j.ejor.2016.06.034
|
| [8] |
W. Xu, L. Li, W. Fan, L. Liu, Optimal control of a two-phase heterogeneous service retrial queueing system with collisions and delayed vacations, J. Appl. Math. Comput., 70 (2024), 2879–2906. https://doi.org/10.1007/s12190-024-02074-8 doi: 10.1007/s12190-024-02074-8
|
| [9] | S. J. Stidham, Optimal Design of Queueing Systems. CRC Press, Taylor and Francis, Boca Raton, 2009. |
| [10] | G. I. Falin, J. G. C. Templeton, Retrial Queues, Chapman and Hall, London, 1997. |
| [11] | J. F. Shortle, J. M. Thompson, D. Gross, C. H. Harris, Fundamentals of Queueing Theory, John Wiley and Sons, Hoboken, 2018. |
| [12] | W. H. Guo, L. Q. Ye, H. B. Xu, G. T. Zhu, Stability analysis of an M/G/1 queueing system with additional optional service and no waiting capacity, J. Eng. Math., 23 (2006), 821–826. |
| [13] |
G. Gupur, On the asymptotic expression of the time-dependent solution of an M/G/1 queueing model, Partial Differ. Equ. Appl., 21 (2022), 21. https://doi.org/10.1007/s42985-022-00157-4 doi: 10.1007/s42985-022-00157-4
|
| [14] |
N. Yiming, B. Z. Guo, Control approach to well-posedness and asymptotic behavior of a queueing system, J. Math. Anal. Appl., 542 (2025), 128789. https://doi.org/10.1016/j.jmaa.2024.128789 doi: 10.1016/j.jmaa.2024.128789
|
| [15] |
N. Yiming, G. Gupur, Well-posedness and asymptotic behavior of the time-dependent solution of an M/G/1 queueing model, J. Pseudo-Differ. Oper. Appl., 10 (2019), 49–92. https://doi.org/10.1007/s11868-018-0256-x doi: 10.1007/s11868-018-0256-x
|
| [16] |
J. Medhi, J. G. C. Templeton, A Poisson input queue under N-policy and with a general start up time, Comput. Oper. Res., 19 (1992), 35–41. https://doi.org/10.1016/0305-0548(92)90057-C doi: 10.1016/0305-0548(92)90057-C
|
| [17] |
L. Almeida, M. Duprez, Y. Privat, N. Vauchelet, Optimal control strategies for the sterile mosquitoes technique, J. Differ. Equ., 311 (2022), 229–266. https://doi.org/10.1016/j.jde.2021.12.002 doi: 10.1016/j.jde.2021.12.002
|
| [18] |
T. Breiten, K. Kunisch, L. Pfeiffer, Taylor expansions of the value function associated with a bilinear optimal control problem, Ann. Inst. Henri Poincar$\acute{e}$ C Anal. Non Lin$\acute{e}$aire, 36 (2019), 1361–1399. https://doi.org/10.1016/j.anihpc.2019.01.001 doi: 10.1016/j.anihpc.2019.01.001
|
| [19] |
T. Ikeda, M. Nagahara, Resource-aware time-optimal control with multiple sparsity measures, Automatica, 135 (2022), 109957. https://doi.org/10.1016/j.automatica.2021.109957 doi: 10.1016/j.automatica.2021.109957
|
| [20] | F. Tröltzsch, Optimal Control of Partial Differential Equations: Theory, Methods, and Applications, American Mathematical Society, Providence, RI, 2010. |
| [21] |
V. Barbu, M. Iannelli, Optimal control of population dynamics, J. Optim. Theory Appl., 102 (1999), 1–14. https://doi.org/10.1023/A:1021865709529 doi: 10.1023/A:1021865709529
|
| [22] |
J. Yang, L. Yang, Z. Jin, Optimal strategies of the age-specific vaccination and antiviral treatment against influenza, Chaos, Solitons Fractals, 168 (2023), 113199. https://doi.org/10.1016/j.chaos.2023.113199 doi: 10.1016/j.chaos.2023.113199
|
| [23] |
M. V. Martinez, S. Lenhart, K. A. J. White, Optimal control of integrodifference equations in a pest-pathogen system, Discrete Contin. Dyn. Syst. Ser. B, 20 (2015), 1759–1783. https://doi.org/10.3934/dcdsb.2015.20.1759 doi: 10.3934/dcdsb.2015.20.1759
|
| [24] |
D. O. Adu, W. Hu, Well-posedness and bilinear controllability of a repairable system with degraded state, Res. Math. Sci., 12 (2025), 1–27. https://doi.org/10.1007/s40687-025-00503-z doi: 10.1007/s40687-025-00503-z
|
| [25] |
W. Hu, J. Liu, Optimal bilinear control of a reparable multi-state system, Int. J. Control, 95 (2022), 851–866. https://doi.org/10.1080/00207179.2020.1825819 doi: 10.1080/00207179.2020.1825819
|
| [26] |
K. C. Madan, An M/G/1 queueing system with additional optional service and no waiting capacity, Microelectron. Reliab., 34 (1994), 521–527. https://doi.org/10.1016/0026-2714(94)90090-6 doi: 10.1016/0026-2714(94)90090-6
|
| [27] | Y. Y. Ma, G. Gupur, Asymptotic analysis of the M/G/1 queueing system with additional optional service and no waiting capacity, Int. J. Pure Appl. Math., 51 (2009), 303–324. |
| [28] | R. A. Adams, J. J. F. Fournier, Sobolev Spaces, Elsevier Science, Amsterdam, 140 (2003). |
| [29] | F. Boyer, P. Fabrie, Mathematical Tools for the Study of the Incompressible Navier-Stokes Equations and Related Models, Springer, New York, 183 (2013). |
| [30] |
C. H. Scott, T. R. Jefferson, Optimal regulation of the service rate for a queue with finite waiting space, J. Optim. Theory Appl., 20 (1976), 245–250. https://doi.org/10.1007/BF01767454 doi: 10.1007/BF01767454
|
| [31] |
A. Dudin, S. Dudin, R. Manzo, L. Rarit$\grave{a}$, Queueing system with batch arrival of heterogeneous orders, flexible limited processor sharing and dynamical change of priorities, AIMS Math., 9 (2024), 12144–12169. https://doi.org/10.3934/math.2024593 doi: 10.3934/math.2024593
|
| [32] |
S. Dudin, A. Dudin, R. Manzo, L. Rarit$\grave{a}$, Analysis of semi-open queueing network with correlated arrival process and multi-server nodes, Oper. Res. Forum, 5 (2024), 99. https://doi.org/10.1007/s43069-024-00383-z doi: 10.1007/s43069-024-00383-z
|