Argon, N T and Ding, L and Glazebrook, K D and Ziya, S (2009) Dynamic routing of customers with general delay costs. Probability in the Engineering and Informational Sciences, 23. pp. 175-203.
We consider a network of parallel service stations each modelled as a single server queue. Each station serves its own dedicated customers as well as generic customers who are routed from a central controller. We suppose that the cost incurred by a customer is an increasing function of her time spent in system. In a significant advance on most previous work, we do not require waiting costs to be convex, still less linear. With the objective of minimizing the long-run average cost, we develop heuristic routing policies and demonstrate their superior performance in an extensive numerical study.
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