Please use this identifier to cite or link to this item:
|Title:||Heavy-traffic optimality of a stochastic network under utility-maximizing resource allocation|
|Authors:||Ye, H.-Q. |
|Source:||Ye, H.-Q., Yao, D.D. (2008). Heavy-traffic optimality of a stochastic network under utility-maximizing resource allocation. Operations Research 56 (2) : 453-470. ScholarBank@NUS Repository. https://doi.org/10.1287/opre.1070.0455|
|Abstract:||We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job classes in a head-of-the-line processor-sharing mechanism. The allocation of the service capacities is a real-time control mechanism: in each network state, the resource allocation is the solution to an optimization problem that maximizes a general utility function. Whereas this resource allocation optimizes in a "greedy" fashion with respect to each state, we establish its asymptotic optimality in terms of (a) deriving the fluid and diffusion limits of the network under this allocation scheme, and (b) identifying a cost function that is minimized in the diffusion limit, along with a characterization of the so-called fixed-point state of the network. © 2008 INFORMS.|
|Source Title:||Operations Research|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Feb 15, 2018
WEB OF SCIENCETM
checked on Feb 5, 2018
checked on Feb 19, 2018
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.