Optimal routing in parallel tandem queues with loss

Abstract : In many queueing systems, individually optimal and socially optimal polices (whether for admission or routing) can be very different. This talk will look at a system of parallel finite tandem queues with loss. For this system, when customers choose routes that minimize their individual loss probability it can sometimes be optimal to choose queues with more customers already present and/or with greater residual service requirements (where preceding customers are further from their final destination). These individually optimal policies will be compared with socially optimal routing policies obtained in the limit as the number of possible routes becomes large. This is joint work with Ru-Shuo Sheu and Scott Spicer.