Routing and Singular Control for Queueing Networks in Heavy Traffic

DOI10.1137/0328065zbMath0718.90029OpenAlexW2081828754MaRDI QIDQ5750693

Harold J. Kushner, Luiz Felipe Martins

Publication date: 1990

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0328065

zbMATH Keywords

weak convergenceheavy trafficsingular controlrouting controlfinite buffersopen queueing networkreflection mappingreflected controlled diffusions

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Queues and service in operations research (90B22) Optimal stochastic control (93E20) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (20)

Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: Asymptotic optimality of a threshold policy ⋮ Largest weighted delay first scheduling: Large deviations and optimality ⋮ Numerical methods for controlled and uncontrolled multiplexing and queueing systems ⋮ Numerical methods for optimal harvesting strategies in random environments under partial observations ⋮ Dynamic control of Brownian networks: State space collapse and equivalent workload formulations ⋮ Existence of singular optimal control laws for stochastic differential equations ⋮ From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes ⋮ The relaxed stochastic maximum principle in singular optimal control of jump diffusions ⋮ Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty ⋮ Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality ⋮ On the improvement from scheduling a two-station queueing network in heavy traffic ⋮ Singular optimal controls for stochastic recursive systems under convex control constraint ⋮ Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies ⋮ Optimal control of assignment of jobs to processors under heavy traffic ⋮ Existence of optimal controls for singular control problems with state constraints ⋮ Dynamic routing in open queueing networks: Brownian models, cut constraints and resource pooling ⋮ Diffusion Limits for Open Networks of Finite-Buffer Queues ⋮ Optimal Dividend Problem: Asymptotic Analysis ⋮ On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology ⋮ Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain

This page was built for publication: Routing and Singular Control for Queueing Networks in Heavy Traffic