A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic
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Publication:2572396
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
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
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