Optimal buffer size for a stochastic processing network in heavy traffic
From MaRDI portal
(Redirected from Publication:885545)
Hamilton-Jacobi-Bellman equationsStochastic controlErgodic controlQueueing systemsDiffusion approximationsDynamic schedulingHeavy traffic limitsOptimal buffer size
Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Queues and service in operations research (90B22) Deterministic scheduling theory in operations research (90B35) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)
Recommendations
- Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic
- Buffer's size optimization in a queue system with multiple classes of clients and different requirements of retards and losses
- Optimizing buffer size for the retrial queue: two state space collapse results in heavy traffic
- Ergodic rate control problem for single class queueing networks
- Routing and Singular Control for Queueing Networks in Heavy Traffic
Cites work
- scientific article; zbMATH DE number 1577097 (Why is no real title available?)
- scientific article; zbMATH DE number 1631027 (Why is no real title available?)
- scientific article; zbMATH DE number 3875781 (Why is no real title available?)
- scientific article; zbMATH DE number 4076265 (Why is no real title available?)
- scientific article; zbMATH DE number 158461 (Why is no real title available?)
- scientific article; zbMATH DE number 3204015 (Why is no real title available?)
- A Basic Dynamic Routing Problem and Diffusion
- A Bounded Variation Control Problem for Diffusion Processes
- A Numerical Method for Solving Singular Stochastic Control Problems
- A class of singular stochastic control problems
- A join the shorter queue model in heavy traffic
- A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic
- Asymptotically Optimal Admission Control of a Queue with Impatient Customers
- Degenerate variance control in the one-dimensional stationary case
- Diffusion approximations for controlled stochastic networks: an asymptotic bound for the value function
- Drift rate control of a Brownian processing system
- Dynamic Control of a Multiclass Queue with Thin Arrival Streams
- Dynamic Control of a Queue with Adjustable Service Rate
- Dynamic Scheduling of a Multiclass Queue in the Halfin-Whitt Heavy Traffic Regime
- Dynamic control of an \(M/M/1\) service system with adjustable arrival and service rates
- Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: Asymptotic optimality of a threshold policy
- Ergodic Control of Multidimensional Diffusions I: The Existence Results
- Optimal investment and consumption with transaction costs
- Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model
- Stationary stochastic control for Itô processes
Cited in
(23)- On the optimality and the asymptotic optimality of the smallest weighted available buffer policy
- The economic average cost Brownian control problem
- A large deviation analysis of errors in measurement based admission control to buffered and bufferless resources
- Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic
- Heavy traffic analysis of maximum pressure policies for stochastic processing networks with multiple bottlenecks
- An approximating diffusion control problem for dynamic admission and service rate control in a $G/ M / N + G$ queue
- Solving the drift control problem
- An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic
- Average cost Brownian drift control with proportional changeover costs
- Buffer allocation in stochastic flow lines via sample-based optimization with initial bounds
- Optimal drift rate control and impulse control for a stochastic inventory/production system
- RETRIAL NETWORKS WITH FINITE BUFFERS AND THEIR APPLICATION TO INTERNET DATA TRAFFIC
- On the long-run average cost minimization problem of the stochastic production-inventory models
- Beyond Heavy-Traffic Regimes: Universal Bounds and Controls for the Single-Server Queue
- The value of dynamic pricing in large queueing systems
- International reserve management: a drift-switching reflected jump-diffusion model
- Optimizing buffer size for the retrial queue: two state space collapse results in heavy traffic
- Admission control for a multi-server queue with abandonment
- Dynamic scheduling of a \(GI/GI/1+GI\) queue with multiple customer classes
- Optimal processing rate and buffer size of a jump-diffusion processing system
- Optimal admission control for many-server systems with QED-driven revenues
- Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime
- A diffusion model of dynamic participant inflow management
This page was built for publication: Optimal buffer size for a stochastic processing network in heavy traffic
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q885545)
