Heavy traffic analysis of open processing networks with complete resource pooling: Asymptotic optimality of discrete review policies

By Baris Ata, S. Sushanth Kumar. 2005

100 citations recorded by the source corpus.

We consider a class of open stochastic processing networks, with feedback routing and overlapping server capabilities, in heavy traffic. The networks we consider satisfy the so-called complete resource pooling condition and therefore have one-dimensional approximating Brownian control problems. We propose a simple discrete review policy for controlling such networks. Assuming 2+ɛ moments on the interarrival times and processing times, we provide a conceptually simple proof of asymptotic optimality of the proposed policy.

Subfields: Computer Networks and Communications, Management Information Systems, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/4f42e57528e744bc9965fe89d0ee39b3631574f3

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In Computer Networks and Communications

In Management Information Systems

In Statistics and Probability

Citations in the corpus

On the dynamic control of matching queues (2014, background): “The first part follows from [1] (see the explanation in the proof of Lemma 4.”
Brownian Inventory Models with Convex Holding Cost, Part 1: Average-Optimal Controls (2013, methodology): “Singular Brownian control has been used to study storage systems [44, 45, 76], multiclass make-to-stock production systems [79, 81] with additional features such as subcontracting [23] or by-products and random yield [66] or parallel server systems with outsourcing and order cancellation, maketo-ord”
Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic (2010, background): “For general queueing systems (with or without customer abandonment) there are numerous articles that address the issue of system optimization ([5,8,9,6,14,15,18,3,26, 29] is a partial list of such articles).”