A broader view of Brownian networks
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Publication:1425488
DOI10.1214/aoap/1060202837zbMath1060.90020OpenAlexW2141404848MaRDI QIDQ1425488
Publication date: 21 March 2004
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aoap/1060202837
Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
Related Items (24)
Fluid model for a network operating under a fair bandwidth-sharing policy. ⋮ A push-pull network with infinite supply of work ⋮ Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty ⋮ Near optimal control of queueing networks over a finite time horizon ⋮ Asymptotic optimality of maximum pressure policies in stochastic processing networks ⋮ An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic ⋮ Fluid Models of Parallel Service Systems Under FCFS ⋮ Log-weight scheduling in switched networks ⋮ Light tail asymptotics in multidimensional reflecting processes for queueing networks ⋮ Dynamic server allocation for unstable queueing networks with flexible servers ⋮ Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input ⋮ HJB equations for certain singularly controlled diffusions ⋮ Exponential penalty function control of loss networks ⋮ Unnamed Item ⋮ Optimal Rate for a Queueing System in Heavy Traffic with Superimposed On-Off Arrivals ⋮ Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies ⋮ Workload reduction of a generalized Brownian network ⋮ Analysis of stochastic fluid queues driven by local-time processes ⋮ Optimal pricing and capacity sizing for the $GI/GI/1$ queue ⋮ Heavy Traffic Analysis of a Simple Closed-Loop Supply Chain ⋮ On the analysis of the virtual waiting time in open queueing networks ⋮ Heavy traffic analysis of maximum pressure policies for stochastic processing networks with multiple bottlenecks ⋮ Diffusion Limit of Fair Resource Control—Stationarity and Interchange of Limits ⋮ Platform modelling and scheduling game with multiple intelligent cloud-computing pools for big data
Cites Work
- Heavy traffic analysis of a system with parallel servers: Asymptotic optimality of discrete-review policies
- Dynamic control of Brownian networks: State space collapse and equivalent workload formulations
- Two workload properties for Brownian networks
- Brownian models of open processing networks: Canonical representation of workload.
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