TY - JOUR
T1 - Infinite-horizon average optimality of the N-network in the halfin-whitt regime
AU - Arapostathis, Ari
AU - Pang, Guodong
N1 - Funding Information:
Funding:This research was supported in part by the Army Research Office [Grant W911NF-17-1-0019]. The work of the first author was also supported in part by the Office of Naval Research [Grant N00014-14-1-0196]. The work of the second author is also supported in part by the Marcus Endowment Grant at the Harold and Inge Marcus Department of Industrial and Manufacturing Engineering at Penn State.
Publisher Copyright:
© 2018 INFORMS.
PY - 2018/8
Y1 - 2018/8
N2 - 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.
AB - 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.
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U2 - 10.1287/moor.2017.0886
DO - 10.1287/moor.2017.0886
M3 - Article
AN - SCOPUS:85051494758
SN - 0364-765X
VL - 43
SP - 838
EP - 866
JO - Mathematics of Operations Research
JF - Mathematics of Operations Research
IS - 3
ER -