Bias Optimal Admission Control Policies for a Multi-Class Non-Stationary Queueing System1

We consider a finite capacity queueing system where arriving customers offer rewards which are paid upon acceptance into the system. The gatekeeper, whose objective is to “maximize” rewards decides if the reward offered is sufficient to accept or reject the arriving customer. Suppose the arrival rates, service rates, and system capacity are changing over time in a known manner. We show that all bias optimal (a refinement of long-run average reward optimal) policies are of threshold form. Furthermore, we give sufficient conditions for the bias optimal policy to be monotonic in time. We show, via a counterexample, that if these conditions are violated, the optimal policy may not be monotonic in time or of threshold form.