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arxiv: 1403.5399 · v1 · pith:GC4U5XCWnew · submitted 2014-03-21 · 🧮 math.PR

Scheduling parallel servers in the nondegenerate slowdown diffusion regime: Asymptotic optimality results

classification 🧮 math.PR
keywords regimeasymptoticboundconventionaldiffusionmany-servernondegenerateparallel
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We consider the problem of minimizing queue-length costs in a system with heterogenous parallel servers, operating in a many-server heavy-traffic regime with nondegenerate slowdown. This regime is distinct from the well-studied heavy traffic diffusion regimes, namely the (single server) conventional regime and the (many-server) Halfin-Whitt regime. It has the distinguishing property that waiting times and service times are of comparable magnitudes. We establish an asymptotic lower bound on the cost and devise a sequence of policies that asymptotically attain this bound. As in the conventional regime, the asymptotics can be described by means of a Brownian control problem, the solution of which exhibits a state space collapse.

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