A diffusion model of scheduling control in queueing systems with many servers
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Hamilton-Jacobi-Bellman equationheavy trafficmulticlass queueing systemsscheduling and routing control
Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Dynamic programming in optimal control and differential games (49L20) Stochastic scheduling theory in operations research (90B36)
Abstract: This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers working in parallel, grouped in several stations. Servers in different stations offer service to customers of each class at possibly different rates. The control corresponds to selecting what customer class each server serves at each time. The diffusion control problem does not seem to have explicit solutions and therefore a characterization of optimal solutions via the Hamilton-Jacobi-Bellman equation is addressed. Our main result is the existence and uniqueness of solutions of the equation. Since the model is set on an unbounded domain and the cost per unit time is unbounded, the analysis requires estimates on the state process that are subexponential in the time variable. In establishing these estimates, a key role is played by an integral formula that relates queue length and idle time processes, which may be of independent interest.
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Cited in
(25)- Optimal control of parallel server systems with many servers in heavy traffic
- Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps
- Asymptotically optimal interruptible service policies for scheduling jobs in a diffusion regime with nondegenerate slowdown
- Infinite horizon asymptotic average optimality for large-scale parallel server networks
- Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic.
- Infinite-horizon average optimality of the N-network in the Halfin-Whitt regime
- Critically loaded queueing models that are throughput suboptimal
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- A Brownian control problem for a simple queueing system in the halfin--whitt regime
- Derivation of Kolmogorov-Chapman type equations with Fokker-Planck operator
- Necessary condition for null controllability in many-server heavy traffic
- A diffusion regime with nondegenerate slowdown
- Diffusion approximation for an overloaded \(X\) model via a stochastic averaging principle
- Dynamic routing in large-scale service systems with heterogeneous servers
- An analysis of a large-scale machine repair model
- Ergodic diffusion control of multiclass multi-pool networks in the Halfin-Whitt regime
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- Asymptotically optimal control of many-server heterogeneous service systems with \(H_{2}^{*}\) service times
- Simplified control problems for multiclass many-server queueing systems
- Steady-state analysis of a multiserver queue in the Halfin-Whitt regime
- Queueing systems with many servers: null controllability in heavy traffic
- QED limits for many-server systems under a priority policy
- Uniform stability of some large-scale parallel server networks
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