Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic

Stochastic Processes and their Applications

Volumn 120, Issue 11, 2010, Pages 2103-2141

  Ghosh, Arka P ^a   Weerasinghe, Ananda P ^b  

^a Iowa State University   (United States)

^b IOWA STATE UNIVERSITY   (United States)

Author keywords

Asymptotic optimality; Brownian control problem (BCP); Controlled queueing networks; Customer abandonment; Hamilton Jacobi Bellman (HJB) equation; Heavy traffic analysis; Optimal buffer size; Optimal rate control; Reneging; Singular control

Indexed keywords

ASYMPTOTIC OPTIMALITY; BROWNIAN CONTROL PROBLEM (BCP); BUFFER SIZES; CONTROLLED QUEUEING NETWORKS; CUSTOMER ABANDONMENT; HAMILTON-JACOBI-BELLMAN EQUATIONS; HEAVY TRAFFICS; OPTIMAL RATE; RENEGING; SINGULAR CONTROL;

BROWNIAN MOVEMENT; CUSTOMER SATISFACTION; OPTIMIZATION; QUEUEING NETWORKS; QUEUEING THEORY; SALES;

ASYMPTOTIC ANALYSIS;

EID: 77956395172     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2010.07.005     Document Type: Article

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