A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic

DOI10.1214/105051605000000250zbMath1080.60084arXivmath/0508460OpenAlexW1996268823MaRDI QIDQ2572396

Amarjit Budhiraja, Arka Prasanna Ghosh

Publication date: 8 November 2005

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

Full work available at URL: https://arxiv.org/abs/math/0508460

zbMATH Keywords

control of queuing networks

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Large deviations (60F10)

Related Items (12)

Asymptotic optimality of maximum pressure policies in stochastic processing networks ⋮ Optimal stopping and free boundary characterizations for some Brownian control problems ⋮ On the asymptotic optimality of the \(c\mu\)-rule in queueing networks ⋮ Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic ⋮ Optimal buffer size for a stochastic processing network in heavy traffic ⋮ Simple form control policies for resource sharing networks with HGI performance ⋮ Controlled stochastic networks in heavy traffic: convergence of value functions ⋮ Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input ⋮ Diffusion approximations for controlled stochastic networks: an asymptotic bound for the value function ⋮ Heavy Traffic Analysis of a Simple Closed-Loop Supply Chain ⋮ Asymptotic behavior of the processes describing some insurance models ⋮ Control Policies Approaching Hierarchical Greedy Ideal Performance in Heavy Traffic for Resource Sharing Networks

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Strong approximation theorems for density dependent Markov chains
• Heavy traffic analysis of a system with parallel servers: Asymptotic optimality of discrete-review policies
• Control and scheduling in a two-station queueing network: Optimal policies and heuristics
• Dynamic control of Brownian networks: State space collapse and equivalent workload formulations
• Brownian models of open processing networks: Canonical representation of workload.
• Scheduling networks of queues: Heavy traffic analysis of a simple open network
• Two-server closed networks in heavy traffic: diffusion limits and asymptotic optimality.
• Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: Asymptotic optimality of a threshold policy
• Large deviation analysis of the single server queue
• Heavy Traffic Convergence of a Controlled, Multiclass Queueing System
• Sequencing and Routing in Multiclass Queueing Networks Part II: Workload Relaxations
• Heavy Traffic Analysis of a Controlled Multiclass Queueing Network via Weak Convergence Methods
• A multiclass queue in heavy traffic with throughput time constraints: Asymptotically optimal dynamic controls

This page was built for publication: A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic