Optimal buffer size for a stochastic processing network in heavy traffic

DOI10.1007/S11134-007-9012-2zbMATH Open1184.60034OpenAlexW2130591651MaRDI QIDQ885545FDOQ885545

Authors: Arka P. Ghosh, Ananda Weerasinghe 

Publication date: 14 June 2007

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-007-9012-2

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zbMATH Keywords

Hamilton-Jacobi-Bellman equationsStochastic controlErgodic controlQueueing systemsDiffusion approximationsDynamic schedulingHeavy traffic limitsOptimal buffer size

Mathematics Subject Classification ID

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)

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Cited In (23)

• Average cost Brownian drift control with proportional changeover costs
• Optimal drift rate control and impulse control for a stochastic inventory/production system
• The economic average cost Brownian control problem
• An approximating diffusion control problem for dynamic admission and service rate control in a $G/ M / N + G$ queue
• A large deviation analysis of errors in measurement based admission control to buffered and bufferless resources
• Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime
• Beyond Heavy-Traffic Regimes: Universal Bounds and Controls for the Single-Server Queue
• The value of dynamic pricing in large queueing systems
• An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic
• Buffer allocation in stochastic flow lines via sample-based optimization with initial bounds
• Heavy traffic analysis of maximum pressure policies for stochastic processing networks with multiple bottlenecks
• Dynamic scheduling of a \(GI/GI/1+GI\) queue with multiple customer classes
• RETRIAL NETWORKS WITH FINITE BUFFERS AND THEIR APPLICATION TO INTERNET DATA TRAFFIC
• Optimal processing rate and buffer size of a jump-diffusion processing system
• Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic
• International reserve management: a drift-switching reflected jump-diffusion model
• Admission control for a multi-server queue with abandonment
• A diffusion model of dynamic participant inflow management
• Optimal admission control for many-server systems with QED-driven revenues
• On the optimality and the asymptotic optimality of the smallest weighted available buffer policy
• Solving the drift control problem
• On the long-run average cost minimization problem of the stochastic production-inventory models
• Optimizing buffer size for the retrial queue: two state space collapse results in heavy traffic

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