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.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have