The aim of this book is the development of the heavy traffic approach to the modeling and analysis of queueing networks, both controlled and uncontrolled, and many applications to computer, communications, and manufacturing systems. The methods exploit the multiscale structure of the physical problem to get approximating models that have the form of reflected diffusion processes, either controlled or uncontrolled. These apยญ proximating models have the basic structure of the original problem, but are significantly simpler. Much of inessential detail is eliminated (or "avยญ eraged out"). They greatly simplify analysis, design, and optimization and yield good approximations to problems that would otherwise be intractable, under broad conditions. Queueing-type processes are ubiquitous occurrences in operations reยญ search, and in communications and computer systems. Indeed, it is hard to avoid them in modern technology. The subject is now about 100 years old. and there is an enormous literature. Impressive techniques, many based on Markov chain and ergodic theory, have been developed to hanยญ dle a great variety of models. A sampling of the numerous books includes [6, 8, 18, 27, 33, 46, 81, 86, 132, 133, 220, 243]. But the models of interest are growing fast in the face of the demands of new applications, particularly in communications and computer systems
CONTENT
Models and applications -- Martingales and weak convergence -- Stochastic differential equations -- Invariant measures and the ergodic problem -- The single processor problem -- Uncontrolled networks -- Uncontrolled networks, continued -- State dependence -- Bounded controls -- Singular controls -- Polling and control of polling -- Multiclass scheduling -- References -- Symbol index -- Index
