Brownian networks are a class of linear stochastic control systems
that arise as heavy traffic approximations in queueing theory. Such Brownian
system models have been used to approximate problems of dynamic routing,
dynamic sequencing and dynamic input control for queueing networks. A number of
specific examples have been analyzed in recent years, and in each case the
Brownian network has been successfully reduced to an "equivalent workload
formulation" of lower dimension. In this article we explain that reduction in
general terms, using an orthogonal decomposition that distinguishes between
reversible and irreversible controls.
Publié le : 1997-08-14
Classification:
Brownian networks,
queueing networks,
state space collapse,
dynamic scheduling,
60K25,
60J70,
90B15
@article{1034801252,
author = {Harrison, J. Michael and Van Mieghem, Jan A.},
title = {Dynamic control of Brownian networks: state space collapse and
equivalent workload formulations},
journal = {Ann. Appl. Probab.},
volume = {7},
number = {1},
year = {1997},
pages = { 747-771},
language = {en},
url = {http://dml.mathdoc.fr/item/1034801252}
}
Harrison, J. Michael; Van Mieghem, Jan A. Dynamic control of Brownian networks: state space collapse and
equivalent workload formulations. Ann. Appl. Probab., Tome 7 (1997) no. 1, pp. 747-771. http://gdmltest.u-ga.fr/item/1034801252/