Infinite Horizon Average Optimality of the N-network Queueing Model in the Halfin-Whitt Regime.
Ari ArapostathisGuodong PangPublished in: CoRR (2016)
Keyphrases
- heavy traffic
- long run
- infinite horizon
- average cost
- queueing model
- queueing networks
- heavy traffic limit
- arrival rate
- steady state
- holding cost
- finite horizon
- optimal policy
- stationary distribution
- service rates
- queue length
- arrival process
- customer classes
- markov chain
- queueing systems
- finite state
- service systems
- service times
- markov decision processes
- asymptotically optimal
- state dependent
- traffic intensity
- brownian motion
- single item
- markov decision process
- fluid model
- single server
- call center
- production planning
- expected cost
- poisson process
- lead time
- state space
- inventory level
- initial state
- machine learning
- finite number
- multistage
- independent and identically distributed
- linear program
- supply chain
- decision making