Ergodic diffusion control of multiclass multi-pool networks in the Halfin-Whitt regime

DOI10.1214/16-AAP1171zbMath1351.60120arXiv1505.04307OpenAlexW3101403069WikidataQ60167472 ScholiaQ60167472MaRDI QIDQ350710

Guodong Pang, Aristotle Arapostathis

Publication date: 9 December 2016

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

Full work available at URL: https://arxiv.org/abs/1505.04307

zbMATH Keywords

ergodic controlcontrolled diffusionergodic control with constraintsHalfin-Whitt (QED) regimelong time average controlmulticlass multi-pool Markovian queuesreneging/abandonmentspatial truncationstable Markov optimal control

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Stochastic scheduling theory in operations research (90B36) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

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Delay-Based Service Differentiation with Many Servers and Time-Varying Arrival Rates ⋮ An ergodic control problem for many-server multiclass queueing systems with cross-trained servers ⋮ Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis ⋮ Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues ⋮ Infinite horizon asymptotic average optimality for large-scale parallel server networks ⋮ Infinite-Horizon Average Optimality of the N-Network in the Halfin–Whitt Regime ⋮ On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime ⋮ Uniform stability of some large-scale parallel server networks

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