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Volumn 51, Issue 3-4, 2004, Pages 269-275

A Brownian control problem for a simple queueing system in the Halfin-Whitt regime

Author keywords

Heavy traffic asymptotics; Queueing networks; Stochastic control

Indexed keywords

BROWNIAN MOVEMENT; DIFFERENTIAL EQUATIONS; DIFFUSION; HEURISTIC METHODS; MULTIPROCESSING SYSTEMS; OPTIMAL CONTROL SYSTEMS; PROBLEM SOLVING; SERVERS; STOCHASTIC CONTROL SYSTEMS; THEOREM PROVING;

EID: 1042277351     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sysconle.2003.09.002     Document Type: Article
Times cited : (6)

References (13)
  • 2
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    • Scheduling a multi-class queue with many exponential servers: Asymptotic optimality in heavy-traffic
    • to appear
    • R. Atar, A. Mandelbaum, M. Reiman, Scheduling a multi-class queue with many exponential servers: asymptotic optimality in heavy-traffic, Ann. Appl. Probab., to appear.
    • Ann. Appl. Probab.
    • Atar, R.1    Mandelbaum, A.2    Reiman, M.3
  • 3
    • 0035413555 scopus 로고    scopus 로고
    • Dynamic scheduling of a system with two parallel servers in heavy traffic with complete resource pooling: Asymptotic optimality of a continuous review threshold policy
    • Bell S.L., Williams R.J. Dynamic scheduling of a system with two parallel servers in heavy traffic with complete resource pooling. asymptotic optimality of a continuous review threshold policy Ann. Appl. Probab. 11(3):2001;608-649.
    • (2001) Ann. Appl. Probab. , vol.11 , Issue.3 , pp. 608-649
    • Bell, S.L.1    Williams, R.J.2
  • 6
    • 0019560371 scopus 로고
    • Heavy-traffic limits for queues with many exponential servers
    • Halfin S., Whitt W. Heavy-traffic limits for queues with many exponential servers. Oper. Res. 29(3):1981;567-588.
    • (1981) Oper. Res. , vol.29 , Issue.3 , pp. 567-588
    • Halfin, S.1    Whitt, W.2
  • 8
    • 0000044386 scopus 로고
    • Brownian models of queueing networks with heterogeneous customer populations
    • Stochastic Differential Systems, Stochastic Control Theory and Applications, Minneapolis, 1986, Springer, New York
    • J.M. Harrison, Brownian models of queueing networks with heterogeneous customer populations, in: Stochastic Differential Systems, Stochastic Control Theory and Applications, Minneapolis, 1986, The IMA Volumes in Mathematics and its Applications, Vol. 10, Springer, New York, 1988, pp. 147-186.
    • (1988) The IMA Volumes in Mathematics and Its Applications , vol.10 , pp. 147-186
    • Harrison, J.M.1
  • 9
    • 19744380935 scopus 로고    scopus 로고
    • Dynamic scheduling of a multiclass queue in the Halfin-Whitt heavy traffic regime
    • to appear
    • J.M. Harrison, A. Zeevi, Dynamic scheduling of a multiclass queue in the Halfin-Whitt heavy traffic regime, Oper. Res., to appear.
    • Oper. Res.
    • Harrison, J.M.1    Zeevi, A.2
  • 10
    • 0036417150 scopus 로고    scopus 로고
    • Queue length and waiting times for multiserver queues with abandonment and retrials
    • Mandelbaum A., Massey W.A., Reiman M., Rider B., Stolyar A. Queue length and waiting times for multiserver queues with abandonment and retrials. Telecomm. Systems. 21(2-4):2002;149-171.
    • (2002) Telecomm. Systems , vol.21 , Issue.2-4 , pp. 149-171
    • Mandelbaum, A.1    Massey, W.A.2    Reiman, M.3    Rider, B.4    Stolyar, A.5
  • 11
    • 30344468873 scopus 로고    scopus 로고
    • Waiting time asymptotics for the time varying multiserver queue with abandonment and retrials
    • Allerton, IL
    • A. Mandelbaum, W.A. Massey, M. Reiman, A. Stolyar, Waiting time asymptotics for the time varying multiserver queue with abandonment and retrials, 37th Annual Allerton Conference, Allerton, IL, 1999.
    • (1999) 37th Annual Allerton Conference
    • Mandelbaum, A.1    Massey, W.A.2    Reiman, M.3    Stolyar, A.4
  • 12
    • 0034207369 scopus 로고    scopus 로고
    • The multiclass GI/PH/N queue in the Halfin-Whitt regime
    • Puhalskii A.A., Reiman M.I. The multiclass GI/PH/N queue in the Halfin-Whitt regime. Adv. in Appl. Probab. 32(2):2000;564-595.
    • (2000) Adv. in Appl. Probab. , vol.32 , Issue.2 , pp. 564-595
    • Puhalskii, A.A.1    Reiman, M.I.2
  • 13
    • 0002248871 scopus 로고    scopus 로고
    • On the approximation of queueing networks in heavy traffic
    • Stochastic Networks: Theory and Applications, Edinburgh, 1995, F.P. Kelly, S. Zachary, & I. Ziedins. Oxford: Oxford University Press
    • Williams R.J. On the approximation of queueing networks in heavy traffic. Kelly F.P., Zachary S., Ziedins I. Stochastic Networks: Theory and Applications, Proceedings of Royal Society Workshop, Edinburgh, 1995. 1996;35-56 Oxford University Press, Oxford.
    • (1996) Proceedings of Royal Society Workshop , pp. 35-56
    • Williams, R.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.