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

Citation
Atar, Rami et Gurvich, Itai, Scheduling parallel servers in the nondegenerate slowdown diffusion regime: Asymptotic optimality results, Annals of applied probability , 24(2), 2014, pp. 760-810
ISSN journal
10505164
Volume
24
Issue
2
Year of publication
2014
Pages
760 - 810
Database
ACNP
SICI code
Abstract
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.