The Annals of Applied Probability

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

Baris Ata and Sunil Kumar

Full-text: Open access

Abstract

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.

Article information

Source
Ann. Appl. Probab. Volume 15, Number 1A (2005), 331-391.

Dates
First available in Project Euclid: 28 January 2005

Permanent link to this document
https://projecteuclid.org/euclid.aoap/1106922331

Digital Object Identifier
doi:10.1214/105051604000000495

Mathematical Reviews number (MathSciNet)
MR2115046

Zentralblatt MATH identifier
1071.60081

Subjects
Primary: 60K25: Queueing theory [See also 68M20, 90B22] 60F17: Functional limit theorems; invariance principles 68M20: Performance evaluation; queueing; scheduling [See also 60K25, 90Bxx] 90F35

Keywords
Queueing networks discretionary routing dynamic scheduling discrete review policies complete resource pooling asymptotic optimality

Citation

Ata, Baris; Kumar, Sunil. Heavy traffic analysis of open processing networks with complete resource pooling: Asymptotic optimality of discrete review policies. Ann. Appl. Probab. 15 (2005), no. 1A, 331--391. doi:10.1214/105051604000000495. https://projecteuclid.org/euclid.aoap/1106922331


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