Heavy-Traffic Optimality of a Stochastic Network under Utility-Maximizing Resource Control
| dc.creator | Ye, Heng-Qing | |
| dc.creator | Yao, David D. | |
| dc.date | 2006-01-05 | |
| dc.date.accessioned | 2026-07-07T06:58:33Z | |
| dc.date.available | 2026-07-07T06:58:33Z | |
| dc.description | We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job classes in a head-of-the-line processor-sharing mechanism. The allocation of the service capacities is a real-time control mechanism: in each network state, the control is the solution to an optimization problem that maximizes a general utility function. Whereas this resource control optimizes in a ``greedy'' fashion, with respect to each state, we establish its asymptotic optimality in terms of (a) deriving the fluid and diffusion limits of the network under this control, and (b) identifying a cost function that is minimized in the diffusion limit, along with a characterization of the so-called fixed point state of the network. | |
| dc.description | 33 pages, 3 figures | |
| dc.identifier | https://arxiv.org/abs/math/0601088 | |
| dc.identifier | http://arxiv.org/abs/math/0601088 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/107396 | |
| dc.subject | Optimization and Control | |
| dc.subject | Probability | |
| dc.title | Heavy-Traffic Optimality of a Stochastic Network under Utility-Maximizing Resource Control | |
| dc.type | text |