A Note on Convexity of the Expected Delay Cost in Single-Server Queues
Kristin Fridgeirsdottir, Sam Chiu
Operations Research · 2005 · Volume 53 · Issue 3
Abstract
In this note, we show that the expected delay cost for a G/G/ 1 queue is not necessarily convex in the arrival rate as sometimes claimed in the literature. We can prove, however, that the total expected delay cost rate is convex in the arrival rate. This cost rate is often of interest when designing queueing systems.
Keywords
mathematics:convexity, queues:optimization
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