Heavy Traffic Convergence of a Controlled, Multiclass Queueing System

DOI10.1137/S0363012994265882MaRDI QIDQ3837290zbMATH OpenWikidataFDO

Authors

Publication date 23 February 1997

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

Full work available at URL https://doi.org/10.1137/S0363012994265882

zbMATH Keywords

Brownian motiondiffusion problemHamilton-Jacobi-Bellman equationsheavy trafficoptimal sequencingstochastic controltwo-station, two-customer-class queueing networkviscosity solution

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Queueing theory (aspects of probability theory) (60K25) Stochastic network models in operations research (90B15) Queues and service in operations research (90B22) Optimal stochastic control (93E20)

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(19)

• Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies
• Two-server closed networks in heavy traffic: diffusion limits and asymptotic optimality.
• Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: Asymptotic optimality of a threshold policy
• Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic.
• Asymptotic optimality of maximum pressure policies in stochastic processing networks
• Optimal stopping and free boundary characterizations for some Brownian control problems
• Reliability by design in distributed power transmission networks
• A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic
• Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic
• Ergodic rate control problem for single class queueing networks
• Controlled stochastic networks in heavy traffic: convergence of value functions
• Weak convergence and fluid limits in optimal time-to-empty queueing control problems
• Heavy Traffic Analysis of a Controlled Multiclass Queueing Network via Weak Convergence Methods
• Queueing network controls via deep reinforcement learning
• Diffusion approximation of a special bandwidth sharing model via infinitesimal generators with a lifting-projection method
• Singular control of (reflected) Brownian motion: a computational method suitable for queueing applications
• Ergodic control of resource sharing networks: lower bound on asymptotic costs
• On diffusion approximation of controlled queueing processes
• Singular control with state constraints on unbounded domain

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