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On the optimal control of parallel systems and queues

2000, Institute of Mathematical Statistics Lecture Notes - Monograph Series

Abstract

A continously operating system consisting of N Ki-out-oϊ-Ni subsystems connected in parallel is considered. The components of all subsystems are assumed identical with life times independent exponentially distributed random variables and the system is maintained by a single repaiman. Repair times are also assumed identical independent exponentials. We are interested in characterizing the allocation policy of the repairman which maximizes the system reliability at any time instant t (if any). In the present paper, we give a partial characterization of the optimal policy for systems consisting of highly reliable components using dynamic programming techniques. We also compute the leading term of a power series expansion of the reliability of the system at an arbitrary time instant t under the optimal policy. Finally, these results are extended to the problem of controlling the corresponding network of parallel queues in a scheduling problem with long mean arrival times and in its dual routing problem with long mean processing times.