Diffusion approximation for GI/G/1 controlled queues
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Publication:1205367
DOI10.1007/BF01158808zbMATH Open0760.60087MaRDI QIDQ1205367FDOQ1205367
Authors: Elena V. Krichagina, Michael Taksar
Publication date: 1 April 1993
Published in: Queueing Systems (Search for Journal in Brave)
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Cited In (26)
- An approximating diffusion control problem for dynamic admission and service rate control in a $G/ M / N + G$ queue
- Asymptotically optimal appointment schedules
- On a class of singular stochastic control problems for reflected diffusions
- Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime
- Controlled stochastic networks in heavy traffic: convergence of value functions
- Multi-component matching queues in heavy traffic
- Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic.
- Optimal scheduling of critically loaded multiclass \(GI/m/n+m\) queues in an alternating renewal environment
- Justifying diffusion approximations for multiclass queueing networks under a moment condition
- Optimal pricing and capacity sizing for the $GI/GI/1$ queue
- Approximation par un processus de diffusion de files GI/GI/1 avec dépendance de l'état
- Nonzero-sum submodular monotone-follower games: existence and approximation of Nash equilibria
- Controlling the running maximum of a diffusion process and an application to queueing systems
- A continuous approximation for batch arrival queues with threshold
- Optimal service rate perturbations of many server queues in heavy traffic
- Data-driven rules for multidimensional reflection problems
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- Refining the diffusion approximation for the G/G/c queue
- Diffusion approximations for insurance risk processes
- Stationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy traffic
- On diffusion approximation of controlled queueing processes
- Gittins indices in the dynamic allocation problem for diffusion processes
- Diffusion approximation for fair resource control -- interchange of limits under a moment condition
- A Class of Stochastic Games and Moving Free Boundary Problems
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- Optimizing buffer size for the retrial queue: two state space collapse results in heavy traffic
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