Ergodic Rate Control Problem for Single Class Queueing Networks

DOI10.1137/09077463XzbMath1226.93138OpenAlexW2051642345MaRDI QIDQ3097556

Chihoon Lee, Arka Prasanna Ghosh, Amarjit Budhiraja

Publication date: 10 November 2011

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/09077463x

zbMATH Keywords

invariant measuresheavy trafficdiffusion approximationsreflected diffusionsSkorohod problemergodic costrate control for queueing networks

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Feedback control (93B52) Queueing theory (aspects of probability theory) (60K25) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic stability in control theory (93E15)

Related Items (10)

Stability of Constrained Markov-Modulated Diffusions ⋮ On scheduling a multiclass queue with abandonments under general delay costs ⋮ Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime ⋮ On moment stability properties for a class of state-dependent stochastic networks ⋮ An ergodic control problem for many-server multiclass queueing systems with cross-trained servers ⋮ Rate control under heavy traffic with strategic servers ⋮ Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps ⋮ Exit time and invariant measure asymptotics for small noise constrained diffusions ⋮ Multiscale diffusion approximations for stochastic networks in heavy traffic ⋮ Diffusion approximations for load balancing mechanisms in cloud storage systems

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