The Annals of Applied Probability
- Ann. Appl. Probab.
- Volume 29, Number 1 (2019), 1-35.
Rate control under heavy traffic with strategic servers
We consider a large queueing system that consists of many strategic servers that are weakly interacting. Each server processes jobs from its unique critically loaded buffer and controls the rate of arrivals and departures associated with its queue to minimize its expected cost. The rates and the cost functions in addition to depending on the control action, can depend, in a symmetric fashion, on the size of the individual queue and the empirical measure of the states of all queues in the system. In order to determine an approximate Nash equilibrium for this finite player game, we construct a Lasry–Lions-type mean-field game (MFG) for certain reflected diffusions that governs the limiting behavior. Under conditions, we establish the convergence of the Nash-equilibrium value for the finite size queuing system to the value of the MFG.
Ann. Appl. Probab., Volume 29, Number 1 (2019), 1-35.
Received: February 2017
Revised: August 2017
First available in Project Euclid: 5 December 2018
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Bayraktar, Erhan; Budhiraja, Amarjit; Cohen, Asaf. Rate control under heavy traffic with strategic servers. Ann. Appl. Probab. 29 (2019), no. 1, 1--35. doi:10.1214/17-AAP1349. https://projecteuclid.org/euclid.aoap/1544000424