Scheduling in a multi-class series of queues with deterministic service times

Abstract

We consider a problem of scheduling in a multi-class network of single-server queues in series, in which service times at the nodes are constant and equal. Such a model has potential application to automated manufacturing systems or packet-switched communication networks, where a message is divided into packets (or cells) of fixed lengths. The network is a series-type assembly or transfer line, with the exception that there is an additional class of jobs that requires processing only at the first node (class 0). There is a holding cost per unit time that is proportional to the total number of customers in the system. The objective is to minimize the (expected) total discounted holding cost over a finite or an infinite horizon. We show that an optimal policy gives priority to class-0 jobs at node 1 when at least one of a set ofm−1 inequalities on partial sums of the components of the state vector is satisfied. We solve the problem by two methods. The first involves formulating the problem as a (discrete-time) Markov decision process and using induction on the horizon length. The second is a sample-path approach using an interchange argument to establish optimality.