Dacre, MarcusGlazebrook, KevinNiño-Mora, JoséUniversitat Pompeu Fabra. Departament d'Economia i Empresa2017-07-262017-07-261998-06-01Journal of The Royal Statistical Society B, 61, (1999), pp. 747-791http://hdl.handle.net/10230/1200The achievable region approach seeks solutions to stochastic optimisation problems by: (i) characterising the space of all possible performances (the achievable region) of the system of interest, and (ii) optimising the overall system-wide performance objective over this space. This is radically different from conventional formulations based on dynamic programming. The approach is explained with reference to a simple two-class queueing system. Powerful new methodologies due to the authors and co-workers are deployed to analyse a general multiclass queueing system with parallel servers and then to develop an approach to optimal load distribution across a network of interconnected stations. Finally, the approach is used for the first time to analyse a class of intensity control problems.application/pdfengL'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commonsinfo:eu-repo/semantics/workingPaperachievable regiongittins indexlinear programmingload balancingmulti-class queueing systemsperformance spacestochastic optimisation threshold policyStatistics, Econometrics and Quantitative Methodsinfo:eu-repo/semantics/openAccess