A broader view of Brownian networks

Annals of Applied Probability

Volumn 13, Issue 3, 2003, Pages 1119-1150

  Harrison, J Michael ^a,b  

^a STANFORD UNIVERSITY   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

Brownian networks; Heavy traffic; Stochastic control; Stochastic processing networks

Indexed keywords

EID: 0141510438     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1060202837     Document Type: Article

References (10)

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3. BRAMSON, M. and WILLIAMS, R. J. (2002). Two workload properties for Brownian networks. Unpublished manuscript.
4. HARRISON, J. M. (1988). Brownian models of queueing networks with heterogeneous customer populations. In Stochastic Differential Systems, Stochastic Control Theory and Applications (W. Fleming and P. L. Lions, eds.) 147-186. Springer, New York.
5. HARRISON, J. M. (1998). Heavy traffic analysis of a system with parallel servers: Asymptotic analysis of discrete-review policies. Ann. Appl. Probab. 8 822-848.
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7. HARRISON, J. M. (2003). Stochastic networks and activity analysis. In Analytic Methods in Applied Probability. In Memory of Fridrich Karpelevich (Y. Suhov, ed.). Amer. Math. Soc., Providence, RI.
8. HARRISON, J. M. and VAN MIEGHEM, J. A. (1997). Dynamic control of Brownian networks: State space collapse and equivalent workload formulations. Ann. Appl. Probab. 7 747-771.
9. KARATZAS, I. and SHREVE, S. (1991). Brownian Motion and Stochastic Calculus, 2nd ed. Springer, New York.
10. WILLIAMS, R. J. (2000). On dynamic scheduling of stochastic networks in heavy traffic. Presentation to Workshop on Stochastic Networks, Univ. Wisconsin, Madison.