Journal of Applied Probability
- J. Appl. Probab.
- Volume 48, Number 1 (2011), 90-113.
Asymptotic fluid optimality and efficiency of the tracking policy for bandwidth-sharing networks
Optimal control of stochastic bandwidth-sharing networks is typically difficult. In order to facilitate the analysis, deterministic analogues of stochastic bandwidth-sharing networks, the so-called fluid models, are often taken for analysis, as their optimal control can be found more easily. The tracking policy translates the fluid optimal control policy back to a control policy for the stochastic model, so that the fluid optimality can be achieved asymptotically when the stochastic model is scaled properly. In this work we study the efficiency of the tracking policy, that is, how fast the fluid optimality can be achieved in the stochastic model with respect to the scaling parameter. In particular, our result shows that, under certain conditions, the tracking policy can be as efficient as feedback policies.
J. Appl. Probab., Volume 48, Number 1 (2011), 90-113.
First available in Project Euclid: 15 March 2011
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Avrachenkov, Konstantin; Piunovskiy, Alexey; Zhang, Yi. Asymptotic fluid optimality and efficiency of the tracking policy for bandwidth-sharing networks. J. Appl. Probab. 48 (2011), no. 1, 90--113. doi:10.1239/jap/1300198138. https://projecteuclid.org/euclid.jap/1300198138