Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic. (Q1879903)

From MaRDI portal
Revision as of 19:47, 6 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)





scientific article
Language Label Description Also known as
English
Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic.
scientific article

    Statements

    Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic. (English)
    0 references
    0 references
    0 references
    0 references
    15 September 2004
    0 references
    Impatient customers of \(k\) classes are served by \(n\) identical servers. The arrivals of customers of each class are independent renewal processes, and service time distributions are exponential, with class-dependent mean values. Impatience of each class is, again, exponential. Two types of scheduling control problems are considered: preemptive and non-preemptive ones. For the first ones, there are no restrictions other than non-anticipating assumptions. For non-preemptive ones, the service of a customer must be finished before the next customer is admitted for service. The cost criterion is an expected cumulative discounted function of the number of customers waiting to be served and of the number actually being served, for each class. The resulting scheduling problem is too complex for direct analysis, hence, heavy-traffic asymptotics is used. The number of servers \(n\) and the offered load \(r\) are balanced by the relation \(n\approx r+\beta\sqrt{r}\) for a scalar \(\beta\). The resulting diffusion control problem has an optimal Markov control policy which, in turn, is then used to define scheduling control policies that happen to be asymptotically optimal for the original queueing system.
    0 references
    multiclass queues
    0 references
    multiserver queues
    0 references
    abandonment
    0 references
    heavy traffic
    0 references
    Halfin-Whitt (QED) regime
    0 references
    diffusion approximation
    0 references
    HJB equation
    0 references
    asymptotic optimality
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references