Abstract
This paper addresses the problem of designing tractable dynamic admission control and/or routing policies in a Markovian model of parallel multi-server loss queues with reneging, which seek to optimize performance objectives of concern. Such problems are relevant in a variety of systems that provide distributed telecommunication or computing services. The paper shows the direct applicability of the author's results in Nino-Mora (2002) [Dynamic allocation indices for restless projects and queueing admission control: a polyhedral approach. Math. Program. 93 361-413], where index policies based on restless bandits were developed in a broader setting. A well-grounded and tractable index policy for admission control and/or routing is thus proposed for the model of concern. Results of preliminary computational experiments are reported, showing that the proposed index policy is nearly optimal, and substantially out-performs conventional benchmark policies in the instances investigated.
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