Heavy Traffic Convergence of a Controlled, Multiclass Queueing System

DOI10.1137/S0363012994265882zbMath0866.90061WikidataQ57636002 ScholiaQ57636002MaRDI QIDQ3837290

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Publication date: 23 February 1997

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

viscosity solutionBrownian motionstochastic controlheavy trafficHamilton-Jacobi-Bellman equationsdiffusion problemoptimal sequencingtwo-station, two-customer-class queueing network

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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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 ⋮ Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic. ⋮ Asymptotic optimality of maximum pressure policies in stochastic processing networks ⋮ Optimal stopping and free boundary characterizations for some Brownian control problems ⋮ Singular control with state constraints on unbounded domain ⋮ Queueing Network Controls via Deep Reinforcement Learning ⋮ Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies ⋮ Reliability by design in distributed power transmission networks ⋮ A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic

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