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

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dc.creatorAta, Baris
dc.creatorKumar, Sunil
dc.date2005-03-23
dc.date.accessioned2026-07-07T05:18:15Z
dc.date.available2026-07-07T05:18:15Z
dc.descriptionWe 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+εmoments on the interarrival times and processing times, we provide a conceptually simple proof of asymptotic optimality of the proposed policy.
dc.descriptionPublished at http://dx.doi.org/10.1214/105051604000000495 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0503477
dc.identifierhttp://arxiv.org/abs/math/0503477
dc.identifierAnnals of Applied Probability 2005, Vol. 15, No. 1A, 331-391
dc.identifierdoi:10.1214/105051604000000495
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/74595
dc.subjectProbability
dc.subject60K25, 60F17, 68M20, 90F35. (Primary)
dc.titleHeavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies
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