Optimal Rate for a Queueing System in Heavy Traffic with Superimposed On-Off Arrivals.
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| Title: | Optimal Rate for a Queueing System in Heavy Traffic with Superimposed On-Off Arrivals. |
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| Authors: | Ghosh, ArkaP.1 (AUTHOR) apghosh@iastate.edu |
| Source: | Stochastic Models. Oct2013, Vol. 29 Issue 4, p497-517. 21p. |
| Subjects: | Queuing theory, Superimposed coding, Stationary processes, Cost functions, Approximation theory, Wiener processes, Stochastic control theory |
| Abstract: | A rate control problem is addressed for a queueing system in heavy traffic. The arrival process is a stationary heavy-tailed On-Off process and service is done at a constant rate (controlled). With an infinite horizon discounted cost function, the main result shows the existence of an optimal rate and specifies a bound on this optimal rate. As a part of the analysis, we solve an approximating control problem driven by fractional Brownian motion. We also derive an asymptotic maximal bound on the second moment of the centered On-Off process, which is a key ingredient of the proof and is of independent interest. [ABSTRACT FROM AUTHOR] |
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| Database: | Engineering Source |
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| Abstract: | A rate control problem is addressed for a queueing system in heavy traffic. The arrival process is a stationary heavy-tailed On-Off process and service is done at a constant rate (controlled). With an infinite horizon discounted cost function, the main result shows the existence of an optimal rate and specifies a bound on this optimal rate. As a part of the analysis, we solve an approximating control problem driven by fractional Brownian motion. We also derive an asymptotic maximal bound on the second moment of the centered On-Off process, which is a key ingredient of the proof and is of independent interest. [ABSTRACT FROM AUTHOR] |
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| ISSN: | 15326349 |
| DOI: | 10.1080/15326349.2013.840144 |
