Diffusion approximation for GI/G/1 controlled queues
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- scientific article; zbMATH DE number 440547
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- Optimal service rate perturbations of many server queues in heavy traffic
Cites work
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- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A class of singular stochastic control problems
- Average Optimal Singular Control and a Related Stopping Problem
- Complements to heavy traffic limit theorems for the GI/G/1 queue
- Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems
- Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
- Diffusion approximation for a queue in a multi-server system with multistage service
- Instantaneous Control of Brownian Motion
- Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic
- Nearly Optimal Singular Controls for Wideband Noise Driven Systems
- Nearly Optimal State Feedback Controls for Stochastic Systems with Wideband Noise Disturbances
- Numerical Methods for Stochastic Control Problems in Continuous Time
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- On queueing systems with variable service capacities
- Open Queueing Networks in Heavy Traffic
- Optimal Operation of an M/G/1 Priority Queue with Removable Server
- Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic
- Optimal correction problem of a multidimensional stochastic system
- Queuing With Fixed and Variable Channels
- Reflected Brownian motion on an orthant
- Semi-Markov Decision Processes with Unbounded Rewards
- Some solvable stochastic control problemst†
- Stochastic Order Relationships Between GI/G/k Systems
- Stochastic differential equations with reflecting boundary condition in convex regions
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Cited in
(27)- Justifying diffusion approximations for multiclass queueing networks under a moment condition
- Optimal scheduling of critically loaded multiclass \(GI/m/n+m\) queues in an alternating renewal environment
- On diffusion approximation of controlled queueing processes
- Nonzero-sum submodular monotone-follower games: existence and approximation of Nash equilibria
- A Class of Stochastic Games and Moving Free Boundary Problems
- Refining the diffusion approximation for the G/G/c queue
- scientific article; zbMATH DE number 3918067 (Why is no real title available?)
- Stationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy traffic
- Data-driven rules for multidimensional reflection problems
- On a class of singular stochastic control problems for reflected diffusions
- Controlled stochastic networks in heavy traffic: convergence of value functions
- Multi-component matching queues in heavy traffic
- A continuous approximation for batch arrival queues with threshold
- An approximating diffusion control problem for dynamic admission and service rate control in a $G/ M / N + G$ queue
- Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic.
- scientific article; zbMATH DE number 440547 (Why is no real title available?)
- Gittins indices in the dynamic allocation problem for diffusion processes
- Diffusion approximations for insurance risk processes
- Optimal service rate perturbations of many server queues in heavy traffic
- Controlling the running maximum of a diffusion process and an application to queueing systems
- Optimizing buffer size for the retrial queue: two state space collapse results in heavy traffic
- Approximation par un processus de diffusion de files GI/GI/1 avec dépendance de l'état
- Optimal pricing and capacity sizing for the $GI/GI/1$ queue
- Diffusion approximation for fair resource control -- interchange of limits under a moment condition
- Asymptotically optimal appointment schedules
- Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime
- Singular control of (reflected) Brownian motion: a computational method suitable for queueing applications
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