Diffusion Approximations for Controlled Stochastic Networks : an Asymptotic Bound for the Value Function

@inproceedings{Ghosh2005DiffusionAF,
  title={Diffusion Approximations for Controlled Stochastic Networks : an Asymptotic Bound for the Value Function},
  author={Arka P. Ghosh},
  year={2005}
}
We consider the scheduling control problem for a family of unitary networks under heavy traffic, with general interarrival and service times, probabilistic routing and infinite horizon discounted linear holding cost. A natural nonanticipativity condition for admissibility of control policies is introduced. The condition is seen to hold for a broad class of problems. Using this formulation of admissible controls and a time-transformation technique, we establish that the infimum of the cost for… CONTINUE READING