Rate control under heavy traffic with strategic servers
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Publication:670732
DOI10.1214/17-AAP1349zbMath1409.60131arXiv1605.09010MaRDI QIDQ670732
Asaf Cohen, Amarjit Budhiraja, Erhan Bayraktar
Publication date: 20 March 2019
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.09010
mean-field gamesreflected diffusionsqueuing systemsheavy traffic limitsrate controlstrategic servers
Queueing theory (aspects of probability theory) (60K25) Games with infinitely many players (91A07) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Functional limit theorems; invariance principles (60F17)
Related Items (4)
A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method ⋮ A probabilistic numerical method for a class of mean field games ⋮ Analysis of a Finite State Many Player Game Using Its Master Equation ⋮ Large tournament games
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