Heavy Traffic Analysis of a Controlled Multiclass Queueing Network via Weak Convergence Methods

DOI10.1137/S0363012994275592zbMath0857.90041OpenAlexW1989761479MaRDI QIDQ4715977

Harold J. Kushner, Luiz Felipe Martins

Publication date: 11 March 1997

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

Full work available at URL: https://doi.org/10.1137/s0363012994275592

zbMATH Keywords

weak convergence methodsmulticlass queueing networksheavy traffic analysiscontrolled queuesworkload limit problem

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Queues and service in operations research (90B22) Optimal stochastic control (93E20) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (7)

Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: Asymptotic optimality of a threshold policy ⋮ Discrete-review policies for scheduling stochastic networks: trajectory tracking and fluid-scale asymptotic optimality. ⋮ Controlled stochastic networks in heavy traffic: convergence of value functions ⋮ An Overview for Markov Decision Processes in Queues and Networks ⋮ Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies ⋮ Diffusion approximations for controlled stochastic networks: an asymptotic bound for the value function ⋮ A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic

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