Heavy traffic analysis of open processing networks with complete resource pooling: Asymptotic optimality of discrete review policies

• 成果类型: Article
• 署名作者: Ata, B; Kumar, S
• 署名单位: Northwestern University; Stanford University
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/105051604000000495
• 发表日期: 2005
• 页码: 331-391
• 关键词: multiclass queuing-networks; state-space collapse; scheduling networks; brownian networks; parallel servers; dynamic control; queues; LIMITS; CONVERGENCE; tracking

摘要

We consider a class of open stochastic processing networks, with feedback routing and overlapping server capabilities, in heavy traffic. The networks we consider satisfy the so-called complete resource pooling condition and therefore have one-dimensional approximating Brownian control problems. We propose a simple discrete review policy for controlling such networks. Assuming 2 + epsilon moments on the interarrival times and processing times, we provide a conceptually simple proof of asymptotic optimality of the proposed policy.