Workload reduction of a generalized Brownian network

DOI10.1214/105051605000000458zbMath1096.60036arXivmath/0602495OpenAlexW2129842569MaRDI QIDQ2496491

J. Michael Harrison, Ruth J. Williams

Publication date: 10 July 2006

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0602495

zbMATH Keywords

stochastic controlcontinuous selectionstate space collapsesingular controlreflected Brownian motionno-arbitrageBrownian network model

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Stochastic scheduling theory in operations research (90B36) Diffusion processes (60J60) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (5)

Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty ⋮ An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic ⋮ HJB equations for certain singularly controlled diffusions ⋮ Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime ⋮ On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology

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• On the Continuity of the Optimal Policy Set for Linear Programs
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