An ergodic control problem for many-server multiclass queueing systems with cross-trained servers
Probability
2017-07-18 v4 Optimization and Control
Abstract
AM/M/N+Mqueueingnetworkisconsideredwithdindependentcustomerclasses and d server pools in Halfin-Whitt regime. Class i customers has priority for service in pool i for i = 1, . . . , d, and may access some other pool if the pool has an idle server and all the servers in pool i are busy. We formulate an ergodic control problem where the running cost is given by a non- negative convex function with polynomial growth. We show that the limiting controlled diffusion is modeled by an action space which depends on the state variable. We provide a complete analysis for the limiting ergodic control problem and establish asymptotic convergence of the value functions for the queueing model
Keywords
Cite
@article{arxiv.1502.02779,
title = {An ergodic control problem for many-server multiclass queueing systems with cross-trained servers},
author = {Anup Biswas},
journal= {arXiv preprint arXiv:1502.02779},
year = {2017}
}
Comments
36 Pages, 1 figure, to appear in Stochastic Systems