Construction of asymptotically optimal control for crisscross network from a free boundary problem

Construction of asymptotically optimal control for crisscross network from a free boundary problem

An asymptotic framework for optimal control of multiclass stochastic processing networks, using formal diffusion approximations under suitable temporal and spatial scaling, by Brownian control problems (BCP) and their equivalent workload formulations (EWF), has been developed by Harrison (1988). Thi...

Full description

Bibliographic Details
Main Authors: Amarjit Budhiraja, Xin Liu, Subhamay Saha
Format: Article
Language:English
Published: Institute for Operations Research and the Management Sciences (INFORMS) 2016-12-01
Series:Stochastic Systems
Subjects:
Stochastic networks
crisscross networks
dynamic control
heavy traffic
diffusion approximations
Brownian control problems
singular control problems
reflected Brownian motions
free boundary problems
threshold policies
large deviations
Online Access:http://www.i-journals.org/ssy/viewarticle.php?id=211&layout=abstract

Internet

http://www.i-journals.org/ssy/viewarticle.php?id=211&layout=abstract

Similar Items