Diffusion approximations for controlled stochastic networks: an asymptotic bound for the value function

DOI10.1214/105051606000000457zbMath1125.60096arXivmath/0702402OpenAlexW3105126597MaRDI QIDQ997413

Amarjit Budhiraja, Arka Prasanna Ghosh

Publication date: 6 August 2007

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

Full work available at URL: https://arxiv.org/abs/math/0702402

zbMATH Keywords

heavy trafficasymptotic optimalityBrownian control problemcontrol of queueing networksequivalent workload formulationunitary networks

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)

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