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

Annals of Applied Probability

Volumn 16, Issue 4, 2006, Pages 1962-2006

  Budhiraja, Amarjit ^a,c   Ghosh, Arka Prasanna ^b,d  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

^b IOWA STATE UNIVERSITY   (United States)

^c University of North Carolina at Chapel Hill   (United States)

^d Department of Statistics Center for Statistics and Applications in Forensic Evidence Iowa State University 2438 Osborn Dr Ames   (United States)

Author keywords

Asymptotic optimality; Brownian control problem; Control of queuing networks; Equivalent workload formulation; Heavy traffic; Unitary networks

Indexed keywords

EID: 33846882567     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051606000000457     Document Type: Article

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