Optimal buffer size for a stochastic processing network in heavy traffic

DOI10.1007/s11134-007-9012-2zbMath1184.60034OpenAlexW2130591651MaRDI QIDQ885545

Ananda P. N. Weerasinghe, Arka Prasanna Ghosh

Publication date: 14 June 2007

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-007-9012-2

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsStochastic controlErgodic controlQueueing systemsDiffusion approximationsDynamic schedulingHeavy traffic limitsOptimal buffer size

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) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (14)

An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic ⋮ Average Cost Brownian Drift Control with Proportional Changeover Costs ⋮ Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime ⋮ Dynamic scheduling of a \(GI/GI/1+GI\) queue with multiple customer classes ⋮ Optimal admission control for many-server systems with QED-driven revenues ⋮ An approximating diffusion control problem for dynamic admission and service rate control in a $G/ M / N + G$ queue ⋮ INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL ⋮ Optimal processing rate and buffer size of a jump-diffusion processing system ⋮ Optimal Drift Rate Control and Impulse Control for a Stochastic Inventory/Production System ⋮ Admission control for a multi-server queue with abandonment ⋮ The economic average cost Brownian control problem ⋮ The Value of Dynamic Pricing in Large Queueing Systems ⋮ Beyond Heavy-Traffic Regimes: Universal Bounds and Controls for the Single-Server Queue ⋮ Solving the drift control problem

Cites Work

• Drift rate control of a Brownian processing system
• Diffusion approximations for controlled stochastic networks: an asymptotic bound for the value function
• Optimal investment and consumption with transaction costs
• Degenerate variance control in the one-dimensional stationary case
• Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: Asymptotic optimality of a threshold policy
• A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic
• Dynamic Control of an M/M/1 Service System with Adjustable Arrival and Service Rates
• Dynamic Control of a Multiclass Queue with Thin Arrival Streams
• Dynamic Control of a Queue with Adjustable Service Rate
• Dynamic Scheduling of a Multiclass Queue in the Halfin-Whitt Heavy Traffic Regime
• Ergodic Control of Multidimensional Diffusions I: The Existence Results
• Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model
• A Basic Dynamic Routing Problem and Diffusion
• A join the shorter queue model in heavy traffic
• Stationary stochastic control for Itô processes
• A class of singular stochastic control problems
• A Bounded Variation Control Problem for Diffusion Processes
• A Numerical Method for Solving Singular Stochastic Control Problems
• Asymptotically Optimal Admission Control of a Queue with Impatient Customers
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Optimal buffer size for a stochastic processing network in heavy traffic