A broader view of Brownian networks
成果类型：
Article
署名作者：
Harrison, JM
署名单位：
Stanford University
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/aoap/1060202837
发表日期：
2003
页码：
1119-1150
关键词：
摘要：
This paper describes a general type of stochastic system model that involves three basic elements: activities, resources, and stocks of material. A system manager chooses activity levels dynamically based on state observations, consuming some materials as inputs and producing other materials as outputs, subject to resource capacity constraints. A generalized notion of heavy traffic is described, in which exogenous input and output rates are approximately balanced with nominal activity rates derived from a static planning problem. A Brownian network model is then proposed as a formal approximation in the heavy traffic parameter regime. The current formulation is novel, relative to models analyzed in previous work, in that its definition of heavy traffic takes explicit account of the system manager's economic objective.