Abstract
We consider the problem of scheduling the arrivals of a fixed number of customers to a stochastic service mechanism to minimize an expected cost associated with operating the system. We consider the special case of exponentially distributed service times and the problems in general associated with obtaining exact analytic solutions. For general service time distributions we obtain approximate numerical solutions using a stochastic version of gradient search employing Infinitesimal Perturbation Analysis estimates of the objective function gradient obtained via simulation.
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