SAMPLE PATH METHODS IN THE CONTROL OF QUEUES

Sample path methods are now among the most used techniques in the cont rol of queueing systems. However, due to the lack of mathematical form alism, they may appear to be non-rigorous and even sometimes mysteriou s. The goal of this paper is threefold: to provide a general mathemati cal setting, to survey the most popular sample path methods including forward induction, backward induction and interchange arguments, and t o illustrate our approach through the study of a number of classical s cheduling and routing optimization problems arising in queueing theory .