Infinite-horizon average optimality of the N-network in the Halfin-Whitt regime
From MaRDI portal
Publication:5219673
Abstract: We study the infinite horizon optimal control problem for N-network queueing systems, which consist of two customer classes and two server pools, under average (ergodic) criteria in the Halfin-Whitt regime. We consider three control objectives: 1) minimizing the queueing (and idleness) cost, 2) minimizing the queueing cost while imposing a constraint on idleness at each server pool, and 3) minimizing the queueing cost while requiring fairness on idleness. The running costs can be any nonnegative convex functions having at most polynomial growth. For all three problems we establish asymptotic optimality, namely, the convergence of the value functions of the diffusion-scaled state process to the corresponding values of the controlled diffusion limit. We also present a simple state-dependent priority scheduling policy under which the diffusion-scaled state process is geometrically ergodic in the Halfin-Whitt regime, and some results on convergence of mean empirical measures which facilitate the proofs.
Recommendations
- Infinite horizon asymptotic average optimality for large-scale parallel server networks
- Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime
- A Brownian control problem for a simple queueing system in the halfin--whitt regime
- Ergodic diffusion control of multiclass multi-pool networks in the Halfin-Whitt regime
- Asymptotically optimal control of \(N\)-systems with \(H_2^*\) service times under many-server heavy traffic
Cites work
- A diffusion model of scheduling control in queueing systems with many servers
- An ergodic control problem for many-server multiclass queueing systems with cross-trained servers
- Blind fair routing in large-scale service systems with heterogeneous customers and servers
- Brownian models of open processing networks: Canonical representation of workload.
- Diffusion-scale tightness of invariant distributions of a large-scale flexible service system
- Dynamic control of N-systems with many servers: asymptotic optimality of a static priority policy in heavy traffic
- Dynamic routing in large-scale service systems with heterogeneous servers
- Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: Asymptotic optimality of a threshold policy
- Dynamic scheduling of a two-server parallel server system with complete resource pooling and reneging in heavy traffic: asymptotic optimality of a two-threshold policy
- Ergodic control of diffusion processes.
- Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime
- Ergodic diffusion control of multiclass multi-pool networks in the Halfin-Whitt regime
- Fair Dynamic Routing in Large-Scale Heterogeneous-Server Systems
- Heavy traffic analysis of a system with parallel servers: Asymptotic optimality of discrete-review policies
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 4076265 (Why is no real title available?)
- Multiclass multiserver queueing system in the Halfin-Whitt heavy traffic regime: asymptotics of the stationary distribution
- On dynamic scheduling of a parallel server system with complete resource pooling
- Optimal control of parallel server systems with many servers in heavy traffic
- Optimal Dynamic Assignment of Customers to Heterogeneous Servers in Parallel
- Queue-and-idleness-ratio controls in many-server service systems
- Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic.
- Scheduling control for queueing systems with many servers: asymptotic optimality in heavy traffic
- Service-level differentiation in many-server service systems via queue-ratio routing
- Simplified control problems for multiclass many-server queueing systems
- State space collapse in many-server diffusion limits of parallel server systems
- Systems with large flexible server pools: instability of ``natural load balancing
- Tightness of invariant distributions of a large-scale flexible service system under a priority discipline
Cited in
(13)- Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
- Infinite horizon asymptotic average optimality for large-scale parallel server networks
- Uniform stability of some large-scale parallel server networks
- Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis
- Optimal scheduling of critically loaded multiclass \(GI/m/n+m\) queues in an alternating renewal environment
- On optimality gaps in the Halfin-Whitt regime
- Ergodic diffusion control of multiclass multi-pool networks in the Halfin-Whitt regime
- scientific article; zbMATH DE number 1846815 (Why is no real title available?)
- On uniform exponential ergodicity of Markovian multiclass many-server queues in the Halfin-Whitt regime
- Optimal control of Markov-modulated multiclass many-server queues
- Matched queues with flexible and impatient customers
- On the long-run average cost minimization problem of the stochastic production-inventory models
- Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime
This page was built for publication: Infinite-horizon average optimality of the N-network in the Halfin-Whitt regime
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5219673)
