English

Stochastic Clearing Systems with Multiple Input Processes

Optimization and Control 2019-12-13 v1

Abstract

In this paper, we consider stochastic clearing systems with multiple drifted Brownian motion inputs. First, we propose an instantaneous rate policy, which is shown to be the optimal one among a large class of renewal type clearing policies in terms of average cost. Second, we propose a service measure about average weighted delay rate, and provide a unified method to calculate the service measure under different clearing policies. Moreover, we prove that under a fixed clearing frequency, the instantaneous rate policy outperforms a large class of clearing policies, and the instantaneous rate hybrid policy performs better than time-based policy, in terms of average weighted delay rate.

Keywords

Cite

@article{arxiv.1912.05933,
  title  = {Stochastic Clearing Systems with Multiple Input Processes},
  author = {Bo Wei and Sila Cetinkaya and Daren B. H. Cline},
  journal= {arXiv preprint arXiv:1912.05933},
  year   = {2019}
}
R2 v1 2026-06-23T12:44:01.818Z