Abstract
We consider the problem of minimizing queue-length costs in a system with heterogenous parallel servers, operating in a many-server heavy-traffic regime with nondegenerate slowdown. This regime is distinct from the wellstudied heavy traffic diffusion regimes, namely the (single server) conventional regime and the (many-server) Halfin-Whitt regime. It has the distinguishing property that waiting times and service times are of comparable magnitudes. We establish an asymptotic lower bound on the cost and devise a sequence of policies that asymptotically attain this bound. As in the conventional regime, the asymptotics can be described by means of a Brownian control problem, the solution of which exhibits a state space collapse.
Original language | English |
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Pages (from-to) | 760-810 |
Number of pages | 51 |
Journal | Annals of Applied Probability |
Volume | 24 |
Issue number | 2 |
DOIs | |
State | Published - Apr 2014 |
Keywords
- Asymptotically optimal control
- Diffusion limits
- Heavy traffic
- Many-server queues
- Nondegenerate slowdown regime
- The parallel server model
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty