Controlled stochastic networks in heavy traffic: convergence of value functions

DOI10.1214/11-AAP784zbMath1244.60091arXiv1205.0925MaRDI QIDQ417083

Amarjit Budhiraja, Arka Prasanna Ghosh

Publication date: 13 May 2012

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

Full work available at URL: https://arxiv.org/abs/1205.0925

zbMATH Keywords

diffusion approximationstochastic controlasymptotic optimalityscaling limitssingular control with state constraintsunitary 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) Stochastic scheduling theory in operations research (90B36) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

Related Items (7)

Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty ⋮ An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic ⋮ Parallel server systems under an extended heavy traffic condition: a lower bound ⋮ Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty ⋮ Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps ⋮ Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty ⋮ Diffusion approximations for load balancing mechanisms in cloud storage systems

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