An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic
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Publication:5247119
DOI10.1214/13-SSY124zbMath1310.60124arXiv1412.6775OpenAlexW2949727884MaRDI QIDQ5247119
Publication date: 23 April 2015
Full work available at URL: https://arxiv.org/abs/1412.6775
Brownian control problemHarrison-Taksar free boundary problemmulticlass \(\mathrm{G}/\mathrm{G}/1\) queueReiman's snapshot principlestate dependent priorities
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Optimal stochastic control (93E20) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)
Related Items (8)
Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty ⋮ Customer-Server Population Dynamics in Heavy Traffic ⋮ Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty ⋮ Diffusion approximations for load balancing mechanisms in cloud storage systems ⋮ Workload-Dependent Dynamic Priority for the Multiclass Queue with Reneging ⋮ Optimizing buffer size for the retrial queue: two state space collapse results in heavy traffic ⋮ A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime ⋮ On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology
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