We 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+ɛ moments on the interarrival times and processing times, we provide a conceptually simple proof of asymptotic optimality of the proposed policy.
@article{1106922331,
author = {Ata, Baris and Kumar, Sunil},
title = {Heavy traffic analysis of open processing networks with complete resource pooling: Asymptotic optimality of discrete review policies},
journal = {Ann. Appl. Probab.},
volume = {15},
number = {1A},
year = {2005},
pages = { 331-391},
language = {en},
url = {http://dml.mathdoc.fr/item/1106922331}
}
Ata, Baris; Kumar, Sunil. Heavy traffic analysis of open processing networks with complete resource pooling: Asymptotic optimality of discrete review policies. Ann. Appl. Probab., Tome 15 (2005) no. 1A, pp. 331-391. http://gdmltest.u-ga.fr/item/1106922331/