A Brownian control problem for a simple queueing system in the Halfin-Whitt regime

  title={A Brownian control problem for a simple queueing system in the Halfin-Whitt regime},
  author={Rami Atar and Avishai Mandelbaum and Martin I. Reiman},
  journal={Systems & Control Letters},
We consider a formal di4usion limit for a control problem of a multi-type multi-server queueing system, in the regime proposed by Hal*n and Whitt. This takes the form of a control problem where the dynamics are driven by a Brownian motion. In one dimension, a pathwise minimum is obtained and is characterized as the solution to a stochastic di4erential equation. The pathwise solution to a special multi-dimensional problem (corresponding to a multi-type system) follows. c © 2003 Elsevier B.V. All… CONTINUE READING

From This Paper

Figures, tables, and topics from this paper.
9 Citations
11 References
Similar Papers


Publications referenced by this paper.
Showing 1-10 of 11 references

Heavy-tra<c limits for queues with many exponential servers

  • S. Haln, W. Whitt
  • Oper. Res
  • 1981
Highly Influential
8 Excerpts

Brownian Motion and Stochastic Flow Systems, Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics, Wiley, New York, 1985

  • J. M. Harrison
  • Systems & Control Letters
  • 2004
2 Excerpts

The multiclass GI/PH/N queue in the Hal*n–Whitt

  • A. A. Puhalskii, M. I. Reiman
  • regime, Adv. in Appl. Probab
  • 2000
1 Excerpt

The multiclass GI / PH / N queue in the Hal * n – Whitt regime , Adv

  • A. A. Puhalskii, M. I. Reiman
  • Appl . Probab .
  • 1999

On the approximation of queueing networks in heavy tra<c

  • R. J. Williams
  • Stochastic Networks: Theory and Applications…
  • 1995
1 Excerpt

Ordinary Di4erential Equations

  • G. Birkho, G.-C. Rota
  • 1989
1 Excerpt

Similar Papers

Loading similar papers…