On diffusion approximation of controlled queueing processes
type: Item
instance of: scholarly article
title: On diffusion approximation of controlled queueing processes
zbMATH Open document ID: 0534.93068
DOI: 10.1016/0167-6911(83)90028-2
published in: Systems \& Control Letters
publication date: 1983-01-01T00:00:00Z
review text: The author considered a queueing system that can be controlled by switching service rates. When there is the switching cost besides the holding and operating cost, the control problem is to choose an optimal strategy \(\{\) s(k), u(k)\(\}\), \(k=1,2,...\), where s(k) is the k-th switching time and u(k) the service rate used at s(k). The author showed that, under heavy traffic, a sequence of rescaled queueing processes converges weakly to a diffusion. Moreover, the optimal cost functions to control rescaled queueing processes tend to those of corresponding diffusions.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60K25
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 62L15
Mathematics Subject Classification ID: 90B22
zbMATH DE Number: 3849117
zbMATH Keywords: diffusion approximation
zbMATH Keywords: queueing system
zbMATH Keywords: switching service rates
author: Yu-Chung Liao
reviewed by: Makiko Nisio
MaRDI profile type: Publication
full work available at URL: 0167-6911(83)90028-2
OpenAlex ID: W2088280481
cites work: Q5653410
cites work: Multiple channel queues in heavy traffic. I
cites work: Probability methods for approximations in stochastic control and for elliptic equations
cites work: Controlled queues in heavy traffic
description: scientific article; zbMATH DE number 3849117