On diffusion approximation of controlled queueing processes

DOI10.1016/0167-6911(83)90028-2zbMath0534.93068OpenAlexW2088280481MaRDI QIDQ790785

Yu-Chung Liao

Publication date: 1983

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(83)90028-2

zbMATH Keywords

diffusion approximationqueueing systemswitching service rates

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Optimal stopping in statistics (62L15)

Cites Work

• Probability methods for approximations in stochastic control and for elliptic equations
• Controlled queues in heavy traffic
• Multiple channel queues in heavy traffic. I
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