Controlled and optimally controlled multiplexing systems: A numerical exploration

DOI10.1007/BF01245321zbMath0849.93072MaRDI QIDQ1915942

Jichuan Yang, Dennis Jarvis, Harold J. Kushner

Publication date: 12 November 1996

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

zbMATH Keywords

numerical methodsATMapproximation schemesdiffusion processesoptimal controlsbuffer overflowdata networksMarkov chain approximationsmultiplexing systemscontrolled queues

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Queues and service in operations research (90B22) Optimal stochastic control (93E20)

Related Items (4)

Diffusion Approximation of State-Dependent G-Networks Under Heavy Traffic ⋮ Diffusion approximation for signaling stochastic networks ⋮ Numerical approximations for nonlinear stochastic systems with delays ⋮ Optimal control of assignment of jobs to processors under heavy traffic

Cites Work

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• Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic
• A Numerical Method for Controlled Routing in Large Trunk Line Networks via Stochastic Control Theory
• Numerical Methods for Stochastic Control Problems in Continuous Time

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