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Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic
8 references·13 citing·32 second hop
Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic (1989)Optimal and Approximately Optimal Control…Open Queueing Networks in Heavy Traffic (1984)Open Queueing Networks in Hea…Impulse Control of Brownian Motion (1983)Impulse Control of Brownian M…Reflected Brownian Motion on an Orthant (1981)Reflected Brownian Motion on …The diffusion approximation for tandem queues in heavy traffic (1978)The diffusion approximation f…State of the Art—Networks of Queues: A Survey of Weak Convergence Results (1978)State of the Art—Networks of …Probability Methods for Approximations in Stochastic Control and for Elliptic Equations (1977)Probability Methods for Appro…Multiple channel queues in heavy traffic (1971)Multiple channel queues in he…Multiple channel queues in heavy traffic. I (1970)Multiple channel queues in he…Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function (2006)Diffusion approximations for …Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function (2006)Diffusion approximations for …In Search of Sensitivity in Network Optimization (2003)In Search of Sensitivity in N…Control of Polling in Presence of Vacations in Heavy Traffic with Applications to Satellite and Mobile Radio Systems (2002)Control of Polling in Presenc…Optimal control of assignment of jobs to processors under heavy traffic (2000)Optimal control of assignment…Asymptotically Optimal Routing and Servive Rate Allocation in a Multiserver Queueing System (1997)Asymptotically Optimal Routin…Heavy Traffic Analysis of a Controlled Multiclass Queueing Network via Weak Convergence Methods (1996)Heavy Traffic Analysis of a C…Control of Trunk Line Systems in Heavy Traffic (1995)Control of Trunk Line Systems…Double Band Policy for Stochastic Manufacturing Systems in Heavy Traffic (1994)Double Band Policy for Stocha…Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic (1993)Limit theorems for pathwise a…Heavy Traffic Analysis of a Data Transmission System with Many Independent Sources (1993)Heavy Traffic Analysis of a D…Diffusion approximation forGI/G/1 controlled queues (1992)Diffusion approximation forGI…Numerical Methods for Stochastic Singular Control Problems (1991)Numerical Methods for Stochas…The single server queue in heavy traffic (1961)On Queues in Heavy Traffic (1962)Weak convergence in queueing theory (1973)Transient behavior of regulated Brownian motion, I: Starting at the origin (1987)Networks of Waiting Lines (1957)Hierarchical Modeling of Stochastic Networks, Part II: Strong Approximations (1994)State-Dependent Queues: Approximations and Applications (1995)Stochastic Differential Equations (2006)A Survey of Recent Progress in the Asymptotic Analysis of Inventory Systems (2020)Brownian Models of Queueing Networks with Heterogeneous Customer Populations (1988)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)A Numerical Method for Solving Singular Stochastic Control Problems (2004)Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (2012)Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (2013)Multiple channel queues in heavy traffic. II: sequences, networks, and batches (1970)On the Distribution of Multidimensional Reflected Brownian Motion (1981)The QNET method for two-moment analysis of open queueing networks (1990)Brownian Models of Performance and Control (2013)Brownian models of open processing networks: canonical representation of workload (2000)Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: asymptotic optimality of a threshold policy (2001)Optimal buffer size for a stochastic processing network in heavy traffic (2007)Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic (2010)Controlled stochastic networks in heavy traffic: Convergence of value functions (2012)Brownian models of open queueing networks with homogeneous customer populations ∗ (1987)On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (1991)Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse (1998)Optimum Pricing Policy under Stochastic Inflation (1983)Super contact and related optimality conditions (1991)Impulse Control Method and Exchange Rate (1993)Scheduling network of queues : heavy traffic analysis of multistation network with controllable inputs (1989)Dynamic routing in open queueing networks: Brownian models, cut constraints and resource pooling (1993)On an Investment-Consumption Model with Transaction Costs (1996)
this work references cited by second hop

References

  • 1984Open Queueing Networks in Heavy Traffic449 cited
  • 1970Multiple channel queues in heavy traffic. I438 cited
  • 1981Reflected Brownian Motion on an Orthant390 cited
  • 1977Probability Methods for Approximations in Stochastic Control and for Elliptic Equations343 cited
  • 1983Impulse Control of Brownian Motion234 cited
  • 1971Multiple channel queues in heavy traffic125 cited
  • 1978The diffusion approximation for tandem queues in heavy traffic122 cited
  • 1978State of the Art—Networks of Queues: A Survey of Weak Convergence Results67 cited

Cited by

  • 1991Numerical Methods for Stochastic Singular Control Problems64 cited
  • 2006Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function51 cited
  • 1992Diffusion approximation forGI/G/1 controlled queues39 cited
  • 2006Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function32 cited
  • 1996Heavy Traffic Analysis of a Controlled Multiclass Queueing Network via Weak Convergence Methods28 cited
  • 1993Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic26 cited
  • 2003

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In Search of Sensitivity in Network Optimization
26 cited
  • 1995Control of Trunk Line Systems in Heavy Traffic22 cited
  • 2002Control of Polling in Presence of Vacations in Heavy Traffic with Applications to Satellite and Mobile Radio Systems21 cited
  • 1997Asymptotically Optimal Routing and Servive Rate Allocation in a Multiserver Queueing System19 cited
  • 2000Optimal control of assignment of jobs to processors under heavy traffic19 cited
  • 1994Double Band Policy for Stochastic Manufacturing Systems in Heavy Traffic19 cited
  • 1993Heavy Traffic Analysis of a Data Transmission System with Many Independent Sources19 cited