Routing and Singular Control for Queueing Networks in Heavy Traffic

DOI10.1137/0328065zbMATH Open0718.90029OpenAlexW2081828754MaRDI QIDQ5750693FDOQ5750693

Authors: Luiz Felipe Martins, Harold J. Kushner 

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1137/0328065

Recommendations

• Control of routing in queueing systems
• scientific article; zbMATH DE number 1631027
• Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic
• The optimal control of heterogeneous queueing systems: a paradigm for load-sharing and routing
• Random Yield, Rework and Scrap in a Multistage Batch Manufacturing Environment
• Optimal control of input flow in heavy traffic on the network
• Optimal control of single-server queueing networks
• Nearly optimal control of queues in heavy traffic with heterogeneous servers
• scientific article; zbMATH DE number 440547
• Heavy Traffic Analysis of a Controlled Multiclass Queueing Network via Weak Convergence Methods

zbMATH Keywords

weak convergenceheavy trafficsingular controlrouting controlfinite buffersopen queueing networkreflection mappingreflected controlled diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Queues and service in operations research (90B22) Functional limit theorems; invariance principles (60F17) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Stochastic network models in operations research (90B15) Optimal stochastic control (93E20)

Cited In (33)

• Diffusion Limits for Open Networks of Finite-Buffer Queues
• Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: Asymptotic optimality of a threshold policy
• Optimal control of assignment of jobs to processors under heavy traffic
• Optimal buffer size for a stochastic processing network in heavy traffic
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality
• Dynamic control of Brownian networks: State space collapse and equivalent workload formulations
• Controlled stochastic networks in heavy traffic: convergence of value functions
• Control of routing in queueing systems
• Explicit Solution to a Robust Queueing Control Problem
• Fluid limits of optimally controlled queueing networks
• Title not available (Why is that?)
• Numerical methods for optimal harvesting strategies in random environments under partial observations
• Diffusion approximations for controlled stochastic networks: an asymptotic bound for the value function
• Existence of optimal controls for singular control problems with state constraints
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic analysis of a multiclass queueing control problem under heavy traffic with model uncertainty
• Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain
• Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic
• The relaxed stochastic maximum principle in singular optimal control of jump diffusions
• Numerical methods for controlled and uncontrolled multiplexing and queueing systems
• Singular optimal controls for stochastic recursive systems under convex control constraint
• On singular control problems, the time-stretching method, and the weak-M1 topology
• On the improvement from scheduling a two-station queueing network in heavy traffic
• Dynamic routing in open queueing networks: Brownian models, cut constraints and resource pooling
• Singular control of (reflected) Brownian motion: a computational method suitable for queueing applications
• Largest weighted delay first scheduling: Large deviations and optimality
• Optimal dividend problem: asymptotic analysis
• Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic
• From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes
• Existence of singular optimal control laws for stochastic differential equations
• Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies
• Ergodic rate control problem for single class queueing networks

This page was built for publication: Routing and Singular Control for Queueing Networks in Heavy Traffic

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5750693)