From Massey to Blackwell: A study of non-stationary queueing control via sensitive optimality criteria<br/><br/>

Friday, November 3, 2006 - 2:30pm - 3:00pm
EE/CS 3-180
In this talk we explain how a single jump non-stationary queueing control problem can be
solved via sensitive optimality criteria. In particular, the queueing problem is divided into a
stationary infinite horizon problem and a non-stationary finite horizon problem with the
appropriate terminal reward. The stationary problem leads to several results including the
existence of a single bias optimal policy. Since the existence of a Blackwell optimal policy
is known, this implies a similar result under this criterion. The search for an optimal policy in
the non-stationary problem is shown to lie within the class of monotone (in time) control limit
policies. The original problem was posed by Professor Massey and lead to an understanding of
an application of Blackwell's sensitive optimality criterion, thereby drawing a connection
between 2 (actually 3) generations of African-American scholars.