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Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies

Baris Ata·Sunil Kumar
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Abstract

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+εmoments on the interarrival times and processing times, we provide a conceptually simple proof of asymptotic optimality of the proposed policy.

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Baris Ata, Sunil Kumar. 2005-03-23. Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies. https://doi.org/10.1214/105051604000000495

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