Please use this identifier to cite or link to this item: https://doi.org/10.1287/opre.1070.0455
Title: Heavy-traffic optimality of a stochastic network under utility-maximizing resource allocation
Authors: Ye, H.-Q. 
Yao, D.D.
Issue Date: 2008
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
URI: http://scholarbank.nus.edu.sg/handle/10635/44026
ISSN: 0030364X
DOI: 10.1287/opre.1070.0455
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

SCOPUSTM   
Citations

12
checked on Dec 6, 2017

WEB OF SCIENCETM
Citations

11
checked on Nov 18, 2017

Page view(s)

44
checked on Dec 10, 2017

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.