On diffusion approximation of controlled queueing processes

Consider a queueing system that can be controlled by switching service rates. When there is a cost to switch the service rate, the control problem turns out to be a sequential decision problem, i.e. to find a sequence of optimal stopping times to switch the service rate. Under heavy traffic conditio...

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Bibliographic Details
Published in:Systems & control letters 1983, Vol.3 (5), p.291-296
Main Author: Liao, Yu-Chung
Format: Article
Language:English
Subjects:
Applied sciences
Computer science
control theory
systems
Control system synthesis
Control theory. Systems
Diffusion
Exact sciences and technology
Queue
Switching control
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Summary:Consider a queueing system that can be controlled by switching service rates. When there is a cost to switch the service rate, the control problem turns out to be a sequential decision problem, i.e. to find a sequence of optimal stopping times to switch the service rate. Under heavy traffic conditions, we show the optimal cost functions of a sequence of controlled rescaled queueing processes converge to that of a corresponding diffusion for a finite time and an infinite time with discount factor criterions.
ISSN:0167-6911
1872-7956
DOI:10.1016/0167-6911(83)90028-2