On diffusion approximation of controlled queueing processes

DOI10.1016/0167-6911(83)90028-2zbMATH Open0534.93068OpenAlexW2088280481MaRDI QIDQ790785FDOQ790785

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

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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)

Cites Work

• Multiple channel queues in heavy traffic. I
• Title not available (Why is that?)
• Probability methods for approximations in stochastic control and for elliptic equations
• Controlled queues in heavy traffic

Cited In (7)

• Diffusion approximation for \(GI/G/1\) controlled queues
• Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Dynamics and the Uncertainty of Queues at Fixed and Actuated Controls: A Probabilistic Approach
• Title not available (Why is that?)
• Discrete time controllable processes with bounded drift and their application in queueing systems

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