Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem

DOI10.1214/15-SSY211zbMath1359.60109arXiv1502.02320OpenAlexW2136890035MaRDI QIDQ2974619

Xin Liu, Subhamay Saha, Amarjit Budhiraja

Publication date: 10 April 2017

Full work available at URL: https://arxiv.org/abs/1502.02320

zbMATH Keywords

heavy trafficlarge deviationsfree boundary problemsdiffusion approximationsstochastic networksreflected Brownian motionsdynamic controlthreshold policiesBrownian control problemssingular control problemscrisscross networks

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Stochastic scheduling theory in operations research (90B36) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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