Drift rate control of a Brownian processing system

DOI10.1214/105051604000000855zbMath1069.60074arXivmath/0505210MaRDI QIDQ558667

Lawrence A. Shepp, J. Michael Harrison, Barış Ata

Publication date: 13 July 2005

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

Full work available at URL: https://arxiv.org/abs/math/0505210

zbMATH Keywords

diffusion approximations; queueing systems; Stochastic control; dynamic scheduling; heavy traffic theory

Mathematics Subject Classification ID

90B35: Deterministic scheduling theory in operations research

60K25: Queueing theory (aspects of probability theory)

90B22: Queues and service in operations research

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

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Optimal buffer size for a stochastic processing network in heavy traffic, Stationary distribution of reflected O-U process with two-sided barriers, Drift control of international reserves, Dynamic power control in a fading downlink channel subject to an energy constraint, Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input

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