Benjamin Legros, enseignant-chercheur à l'EM Normandie, dans Operations Research Letters

Benjamin Legros, enseignant-chercheur en finance et analyse financière à l'EM Normandie, a rédigé un article académique intitulé 'Waiting time based routing policies to parallel queues with percentiles objectives', qui vient de paraître dans la revue Operations Research Letters (Rang CNRS : 2).

Abstract:

We develop a method to obtain near-optimal routing policies to parallel queues with decisions based on customers' wait and performance objectives which include percentiles of the waiting time. We formulate and explicitly derive a value function where the waiting time is used as a decision variable. This allows us to apply a one-step policy improvement method to obtain an efficient routing solution. Numerical illustrations reveal that classical monotone policies are not always optimal.




Contact : Benjamin Legros
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