On optimality gaps in the Halfin-Whitt regime

DOI10.1214/11-AAP777zbMath1236.60087arXiv1203.1723OpenAlexW2012842286MaRDI QIDQ2428055

Barış Ata, Itai Gurvich

Publication date: 20 April 2012

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.1723

zbMATH Keywords

optimal controlasymptotic optimalityHalfin-Whitt regimeheavy-trafficmany serversmulticlass queuesoptimality gapsstrong approximations for queues

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Queueing theory (aspects of probability theory) (60K25) Stochastic scheduling theory in operations research (90B36) Traffic problems in operations research (90B20) Functional limit theorems; invariance principles (60F17)

Related Items (6)

Multiclass multiserver queueing system in the Halfin-Whitt heavy traffic regime: asymptotics of the stationary distribution ⋮ An Analysis of a Large-Scale Machine Repair Model ⋮ On the Taylor Expansion of Value Functions ⋮ Diffusion models and steady-state approximations for exponentially ergodic Markovian queues ⋮ Dynamic Scheduling of Multiclass Many-Server Queues with Abandonment: The Generalized cμ/h Rule ⋮ QED limits for many-server systems under a priority policy

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• Heavy-Traffic Limits for Queues with Many Exponential Servers

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