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] |
| Copyright of Stochastic Models is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.) | |
| Database: | Engineering Source |
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| Header | DbId: egs DbLabel: Engineering Source An: 91791710 AccessLevel: 6 PubType: Academic Journal PubTypeId: academicJournal PreciseRelevancyScore: 0 |
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| Items | – Name: Title Label: Title Group: Ti Data: Optimal Rate for a Queueing System in Heavy Traffic with Superimposed On-Off Arrivals. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Ghosh%2C+ArkaP%2E%22">Ghosh, ArkaP.</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> apghosh@iastate.edu</i> – Name: TitleSource Label: Source Group: Src Data: <searchLink fieldCode="JN" term="%22Stochastic+Models%22">Stochastic Models</searchLink>. Oct2013, Vol. 29 Issue 4, p497-517. 21p. – Name: Subject Label: Subjects Group: Su Data: <searchLink fieldCode="DE" term="%22Queuing+theory%22">Queuing theory</searchLink><br /><searchLink fieldCode="DE" term="%22Superimposed+coding%22">Superimposed coding</searchLink><br /><searchLink fieldCode="DE" term="%22Stationary+processes%22">Stationary processes</searchLink><br /><searchLink fieldCode="DE" term="%22Cost+functions%22">Cost functions</searchLink><br /><searchLink fieldCode="DE" term="%22Approximation+theory%22">Approximation theory</searchLink><br /><searchLink fieldCode="DE" term="%22Wiener+processes%22">Wiener processes</searchLink><br /><searchLink fieldCode="DE" term="%22Stochastic+control+theory%22">Stochastic control theory</searchLink> – Name: Abstract Label: Abstract Group: Ab Data: 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] – Name: AbstractSuppliedCopyright Label: Group: Ab Data: <i>Copyright of Stochastic Models is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.) |
| PLink | https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=egs&AN=91791710 |
| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1080/15326349.2013.840144 Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 21 StartPage: 497 Subjects: – SubjectFull: Queuing theory Type: general – SubjectFull: Superimposed coding Type: general – SubjectFull: Stationary processes Type: general – SubjectFull: Cost functions Type: general – SubjectFull: Approximation theory Type: general – SubjectFull: Wiener processes Type: general – SubjectFull: Stochastic control theory Type: general Titles: – TitleFull: Optimal Rate for a Queueing System in Heavy Traffic with Superimposed On-Off Arrivals. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Ghosh, ArkaP. IsPartOfRelationships: – BibEntity: Dates: – D: 02 M: 10 Text: Oct2013 Type: published Y: 2013 Identifiers: – Type: issn-print Value: 15326349 Numbering: – Type: volume Value: 29 – Type: issue Value: 4 Titles: – TitleFull: Stochastic Models Type: main |
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