Drift rate control of a Brownian processing system

DOI10.1214/105051604000000855zbMath1069.60074arXivmath/0505210OpenAlexW3102433272MaRDI QIDQ558667

Barış Ata, Lawrence A. Shepp, J. Michael Harrison

Publication date: 13 July 2005

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

Full work available at URL: https://arxiv.org/abs/math/0505210

zbMATH Keywords

diffusion approximations queueing systems Stochastic control dynamic scheduling heavy traffic theory

Mathematics Subject Classification ID

Deterministic scheduling theory in operations research (90B35) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Cites Work