Mathematics – Probability
Scientific paper
2005-03-23
Annals of Applied Probability 2005, Vol. 15, No. 1A, 331-391
Mathematics
Probability
Published at http://dx.doi.org/10.1214/105051604000000495 in the Annals of Applied Probability (http://www.imstat.org/aap/) by
Scientific paper
10.1214/105051604000000495
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+\epsilon moments on the interarrival times and processing times, we provide a conceptually simple proof of asymptotic optimality of the proposed policy.
Ata Baris
Kumar Sunil
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