On Diffusion Approximation of Controlled Queueing Processes.

Abstract

A queueing system can be controlled by switching service rate. When there is a cost to change service rate, the control problem turns out to be a sequential decision problem, i.e., to find a sequence of optimal stopping times to switch service rate. Under heavy traffic conditions, we show that the optimal cost functions of controlled rescaled queueing processes converge to that of corresponding controlled diffusions for finite time and for infinite time with discount factor criterions.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1982
Accession Number
ADA120369

Entities

People

  • Yu-chung Liao

Organizations

  • Brown University

Tags

DTIC Thesaurus Topics

  • Air Force
  • Applied Mathematics
  • Brownian Motion
  • Convergence
  • Diffusion
  • Markov Processes
  • Mathematics
  • Probability
  • Random Variables
  • Real Numbers
  • Rhode Island
  • Scientific Research
  • Sequences
  • Switches
  • Two Dimensional
  • Weak Convergence

Readers

  • Computer Networking
  • Statistical inference.