Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies (Q1774223)

The authors consider a class of open stochastic processing networks with feedback routing and overlapping service capabilities in heavy traffic. The networks satisfy the so-called complete resource pooling condition and therefore have one-dimensional approximating Brownian control problems. A simple discrete review policy for controlling such networks is proposed. Then, under the 2+\(\varepsilon\) moments assumption on the interval times and processing times, the authors show that the proposed policy is asymptotically optimal.