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Keywords:
queueing models; partially observable systems; discounted criterion; optimal policies
queueing models; partially observable systems; discounted criterion; optimal policies
Summary:
We are concerned with a class of $GI/GI/1$ queueing systems with controlled service rates, in which the waiting times are only observed when they take zero value. Applying a suitable filtering process, we show the existence of optimal control policies under a discounted optimality criterion.
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