A Brownian control problem for a simple queueing system in the halfin--whitt regime

DOI10.1016/J.SYSCONLE.2003.09.002MaRDI QIDQ2503584zbMATH OpenOpenAlexFDO

Authors Rami Atar, Martin I. Reiman, Avishai Mandelbaum

Publication date 21 September 2006

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sysconle.2003.09.002

zbMATH Keywords

Stochastic controlQueueing networksHeavy traffic asymptotics

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Optimal stochastic control (93E20)

Recommendations

• Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime
• Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty
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• Simplified control problems for multiclass many-server queueing systems
• On optimality gaps in the Halfin-Whitt regime

Cites work

• scientific article; zbMATH DE number 4076265 (Why is no real title available?)
• scientific article; zbMATH DE number 4078444 (Why is no real title available?)
• scientific article; zbMATH DE number 932422 (Why is no real title available?)
• scientific article; zbMATH DE number 3292104 (Why is no real title available?)
• Dynamic Scheduling of a Multiclass Queue in the Halfin-Whitt Heavy Traffic Regime
• Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: Asymptotic optimality of a threshold policy
• Heavy-Traffic Limits for Queues with Many Exponential Servers
• On Customer Contact Centers with a Call-Back Option: Customer Decisions, Routing Rules, and System Design
• Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic.
• The multiclass GI/PH/N queue in the Halfin-Whitt regime

Cited in

(6)

• Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty
• A diffusion model of scheduling control in queueing systems with many servers
• Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic.
• Multiclass multiserver queueing system in the Halfin-Whitt heavy traffic regime: asymptotics of the stationary distribution
• Infinite-horizon average optimality of the N-network in the Halfin-Whitt regime
• Optimal admission control for many-server systems with QED-driven revenues

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