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Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function

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References

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2005Heavy traffic analysis of open processing networks with complete resource pooling: Asymptotic optimality of discrete review policies88 cited
2003Two Workload Properties for Brownian Networks86 cited
2003Sequencing and Routing in Multiclass Queueing Networks Part II: Workload Relaxations61 cited
1989Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic59 cited

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2010Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic50 cited
2012Controlled stochastic networks in heavy traffic: Convergence of value functions49 cited
2007Optimal buffer size for a stochastic processing network in heavy traffic35 cited

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2014Validity of heavy-traffic steady-state approximations in many-server queues with abandonment34 cited

2006Existence of optimal controls for singular control problems with state constraints25 cited

2017Asymptotic lower bounds for optimal tracking: A linear programming approach25 cited

2011Asymptotically Optimal Controls for Time-Inhomogeneous Networks17 cited

2019Brownian Control Problems for a Multiclass M/M/1 Queueing Problem with Model Uncertainty13 cited