2015/02/09 by Anup Biswas, Biswas, Anup
Business, Management and Accounting · #35J60 #60H30 #93E20 #Advanced Queuing Theory Analysis #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
paper · pdf · doi:10.48550/arxiv.1502.02779
openalex publication_date 2015/02/10 · openalex created_date 2023/05/12 · openalex updated_date 2026/07/28
AM/M/N+Mqueueingnetworkisconsideredwithdindependentcustomerclasses and d server pools in Halfin-Whitt regime. Class i customers has priority for service in pool i for i = 1, . . . , d, and may access some other pool if the pool has an idle server and all the servers in pool i are busy. We formulate an ergodic control problem where the running cost is given by a non- negative convex function with polynomial growth. We show that the limiting controlled diffusion is modeled by an action space which depends on the state variable. We provide a complete analysis for the limiting ergodic control problem and establish asymptotic convergence of the value functions for the queueing model