Marginal Productivity Index Policies for Admission Control and Routing to Parallel Multi-server Loss Queues with Reneging

This paper addresses the problem of designing tractable dynamic admission control and/or routing policies in a Markovian model of parallel multi-server loss queues with reneging, which seek to optimize performance objectives of concern. Such problems are relevant in a variety of systems that provide distributed telecommunication or computing services. The paper shows the direct applicability of the author’s results in Niño-Mora (2002) [Dynamic allocation indices for restless projects and queueing admission control: a polyhedral approach. Math. Program. 93 361–413], where index policies based on restless bandits were developed in a broader setting. A well-grounded and tractable index policy for admission control and/or routing is thus proposed for the model of concern. Results of preliminary computational experiments are reported, showing that the proposed index policy is nearly optimal, and substantially outperforms conventional benchmark policies in the instances investigated.