Abstract
We study the infinite-horizon optimal control problem for N-network queueing systems, which consists of two customer classes and two server pools, under average (ergodic) criteria in the Halfin-Whitt regime. We consider three control objectives: (1) minimizing the queueing (and idleness) cost, (2) minimizing the queueing cost while imposing a constraint on idleness at each server pool, and (3) minimizing the queueing cost while requiring fairness on idleness. The running costs can be any nonnegative convex functions having at most polynomial growth. For all three problems, we establish asymptotic optimality; namely, the convergence of the value functions of the diffusionscaled state process to the corresponding values of the controlled diffusion limit. We also present a simple state-dependent priority scheduling policy under which the diffusionscaled state process is geometrically ergodic in the Halfin-Whitt regime, and some results on convergence of mean empirical measures, which facilitate the proofs.
Original language | English (US) |
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Pages (from-to) | 838-866 |
Number of pages | 29 |
Journal | Mathematics of Operations Research |
Volume | 43 |
Issue number | 3 |
DOIs | |
State | Published - Aug 2018 |
All Science Journal Classification (ASJC) codes
- General Mathematics
- Computer Science Applications
- Management Science and Operations Research