On diffusion approximation of controlled queueing processes

DOI10.1016/0167-6911(83)90028-2MaRDI QIDQ790785zbMATH OpenOpenAlexFDO

Authors Yu-Chung Liao

Publication date 1983

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(83)90028-2

zbMATH Keywords

diffusion approximationqueueing systemswitching service rates

Mathematics Subject Classification ID

Diffusion processes (60J60) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Optimal stochastic control (93E20)

Recommendations

• Diffusion approximation for \(GI/G/1\) controlled queues
• Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic
• Heavy Traffic Convergence of a Controlled, Multiclass Queueing System
• scientific article; zbMATH DE number 3918067
• Weak convergence and fluid limits in optimal time-to-empty queueing control problems

Cites work

• scientific article; zbMATH DE number 3383344 (Why is no real title available?)
• Controlled queues in heavy traffic
• Multiple channel queues in heavy traffic. I
• Probability methods for approximations in stochastic control and for elliptic equations

Cited in

(10)

• Diffusion approximation for \(GI/G/1\) controlled queues
• Weak convergence and fluid limits in optimal time-to-empty queueing control problems
• Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic
• Controlling the running maximum of a diffusion process and an application to queueing systems
• scientific article; zbMATH DE number 3918067 (Why is no real title available?)
• scientific article; zbMATH DE number 3850966 (Why is no real title available?)
• The Dynamics and the Uncertainty of Queues at Fixed and Actuated Controls: A Probabilistic Approach
• scientific article; zbMATH DE number 3864256 (Why is no real title available?)
• Heavy Traffic Convergence of a Controlled, Multiclass Queueing System
• Discrete time controllable processes with bounded drift and their application in queueing systems

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