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Asymptotic optimality of threshold control in a stochastic network based on a fixed-point approximation
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Volume 34 ,  Issue 3  (December 2006) table of contents
SPECIAL ISSUE: The Eighth Workshop on MAthematical performance Modeling and Analysis (MAMA 2006) table of contents
Pages: 42 - 44  
Year of Publication: 2006
ISSN:0163-5999
Authors
David D. Yao  Columbia University, New York, NY
Heng-Qing Ye  National University of Singapore, Singapore
Publisher
ACM  New York, NY, USA
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ABSTRACT

In Li and Yao [5], a stochastic network with simultaneous resource occupancy is studied, and a threshold control policy is proposed based on a fixed-point approximation. Here, we establish the asymptotic optimality of this control policy under fluid and diffusion scaling.


REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

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Chen, H. and D. D. Yao, Fundamentals of Queueing Networks: Performance, Asymptotics, and Optimization. Springer-Verlag, New York, 2001.
 
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Gallego, G. and G. J. van Ryzin, A Multiple Product Dynamic Pricing Problem with Applications to Network Yield Management. Operations Research, 45 (1997), 24--41.
 
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Gibbens, R. J., S. K. Sargood, C. Van Eijl, F. P. Kelly, H. Azmoodeh, R. N. Macfadyen, N. W. Macfadyen, Fixed-Point Models for the End-to-End Performance Analysis of IP Networks. 13th ITC Specialist Seminar, IP Traffic Measurement, Modeling and Management, Sept. 2000, Monterey, California.
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Talluri, K. and G. van Ryzin, The Theory and Practice of Revenue Management, Kluwer, Novell, MA, 2004.
 
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Williamson, E. L., Airline Network Seat Control, PhD Thesis, MIT, Cambridge, MA, 1992.
 
9
Ye, H. Q. and D. D. Yao, Heavy-Traffic Optimality of a Stochastic Network under Utility-Maximizing Resource Control. Preprint, 2006.
Collaborative Colleagues:
David D. Yao: colleagues
Heng-Qing Ye: colleagues